-61.3%
CSGP vs ABCL
-30.1%
-31.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +18.3% | -10.0% | +28.3% | +19.3% |
| 30D | +17.8% | -10.9% | +28.7% | +18.5% |
| 3M | +9.3% | +101.6% | -92.4% | -1.1% |
| 6M | -7.9% | +167.5% | -175.5% | -21.1% |
| YTD | -51.5% | +259.1% | -310.6% | -60.7% |
| 1Y | -53.3% | +152.2% | -205.5% | -60.2% |
| 3Y | -57.9% | +161.3% | -219.2% | -66.7% |
| 5Y | -61.3% | -29.3% | -32.0% | -65.0% |
| All | -61.3% | -30.1% | -31.2% | -65.0% |
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