-57.7%
CSGP vs ACGL
+35.7%
-93.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +3.3% |
| 7D | +18.3% | +8.0% | +10.3% | +15.9% |
| 30D | +17.8% | +17.3% | +0.5% | +13.0% |
| 3M | +9.3% | +11.2% | -2.0% | +6.2% |
| 6M | -7.9% | +18.2% | -26.1% | -11.5% |
| YTD | -51.5% | +15.4% | -66.9% | -53.3% |
| 1Y | -53.3% | +26.5% | -79.9% | -55.9% |
| All | -57.7% | +35.7% | -93.4% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling