-62.8%
CSGP vs ABCL
+104.5%
-167.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -4.1% | +0.7% | -4.8% | -4.1% |
| 30D | +2.3% | +93.1% | -90.8% | -3.0% |
| 3M | -8.2% | +79.4% | -87.6% | -12.8% |
| 6M | -35.1% | +214.9% | -249.9% | -41.9% |
| YTD | -54.0% | +234.2% | -288.2% | -59.5% |
| 1Y | -65.3% | +174.8% | -240.1% | -69.2% |
| All | -62.8% | +104.5% | -167.3% | -68.4% |
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