-57.7%
CSGP vs ABCL
+164.7%
-222.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +4.0% |
| 7D | +18.3% | -10.0% | +28.3% | +18.8% |
| 30D | +17.8% | -10.9% | +28.7% | +18.2% |
| 3M | +9.3% | +101.6% | -92.4% | +3.2% |
| 6M | -7.9% | +167.5% | -175.5% | -15.8% |
| YTD | -51.5% | +259.1% | -310.6% | -57.3% |
| 1Y | -53.3% | +152.2% | -205.5% | -57.5% |
| All | -57.7% | +164.7% | -222.4% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling