-55.8%
CSGP vs ACI
+29.9%
-85.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -4.2% |
| 7D | +1.3% | -2.2% | +3.5% | +1.6% |
| 30D | +10.7% | +10.3% | +0.4% | +9.8% |
| 3M | +3.3% | +7.2% | -3.9% | +2.8% |
| 6M | -10.3% | -18.0% | +7.7% | -9.0% |
| YTD | -54.6% | -22.0% | -32.6% | -53.7% |
| 1Y | -54.6% | -23.4% | -31.3% | -53.8% |
| 3Y | -60.3% | -35.8% | -24.5% | -59.3% |
| 5Y | -63.3% | -43.7% | -19.6% | -62.6% |
| All | -55.8% | +29.9% | -85.7% | -55.5% |
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