+73.3%
CSGP vs ACGL
+351.1%
-277.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +13.9% | +6.4% | +7.5% | +11.3% |
| 30D | +16.0% | +16.6% | -0.6% | +9.5% |
| 3M | +6.1% | +11.6% | -5.5% | +1.8% |
| 6M | -8.2% | +17.5% | -25.6% | -13.5% |
| YTD | -52.3% | +15.3% | -67.6% | -55.0% |
| 1Y | -54.5% | +26.3% | -80.8% | -58.5% |
| 3Y | -58.6% | +35.9% | -94.5% | -64.2% |
| 5Y | -61.5% | +168.2% | -229.7% | -75.6% |
| All | +73.3% | +351.1% | -277.8% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling