-65.3%
CSGP vs ACGL
+4.8%
-70.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.0% |
| 7D | -4.1% | -0.7% | -3.3% | -3.9% |
| 30D | +2.3% | -1.0% | +3.3% | +2.6% |
| 3M | -8.2% | +11.0% | -19.2% | -8.2% |
| 6M | -35.1% | -0.3% | -34.7% | -35.8% |
| YTD | -54.0% | +2.3% | -56.3% | -54.0% |
| 1Y | -65.3% | +6.4% | -71.7% | -65.0% |
| All | -65.3% | +4.8% | -70.1% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling