+3,264.4%
CSGP vs ACGL
+3,632.6%
-368.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.9% |
| 7D | -4.1% | -0.7% | -3.3% | -3.8% |
| 30D | +2.3% | -1.0% | +3.3% | +2.6% |
| 3M | -8.2% | +11.0% | -19.2% | -10.9% |
| 6M | -35.1% | -0.3% | -34.7% | -35.0% |
| YTD | -54.0% | +2.3% | -56.3% | -54.5% |
| 1Y | -65.3% | +6.4% | -71.7% | -66.1% |
| 3Y | -62.6% | +34.0% | -96.5% | -66.3% |
| 5Y | -64.8% | +161.6% | -226.5% | -74.4% |
| 10Y | +45.1% | +278.6% | -233.5% | -7.5% |
| All | +3,264.4% | +3,632.6% | -368.3% | +1,350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling