-64.8%
CSGP vs ABCL
-41.3%
-23.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | -8.2% | +79.4% | -87.6% | -15.5% |
| 6M | -35.1% | +214.9% | -249.9% | -45.1% |
| YTD | -54.0% | +234.2% | -288.2% | -61.9% |
| 1Y | -65.3% | +174.8% | -240.1% | -70.8% |
| 3Y | -62.6% | +104.5% | -167.0% | -68.8% |
| All | -64.8% | -41.3% | -23.5% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling