-55.3%
CSGP vs ACI
+25.9%
-81.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -4.1% | +0.2% | -4.2% | -4.1% |
| 30D | +2.3% | +5.9% | -3.6% | +1.8% |
| 3M | -8.2% | -19.8% | +11.6% | -6.8% |
| 6M | -35.1% | -24.7% | -10.3% | -33.8% |
| YTD | -54.0% | -24.4% | -29.6% | -53.1% |
| 1Y | -65.3% | -31.5% | -33.8% | -64.4% |
| 3Y | -62.6% | -38.7% | -23.9% | -61.5% |
| 5Y | -64.8% | -42.8% | -22.0% | -64.0% |
| All | -55.3% | +25.9% | -81.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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