-53.6%
CSGP vs ACI
+34.5%
-88.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.2% |
| 7D | +13.9% | +3.5% | +10.4% | +13.5% |
| 30D | +16.0% | +16.8% | -0.8% | +14.3% |
| 3M | +6.1% | +13.1% | -7.0% | +4.9% |
| 6M | -8.2% | -15.6% | +7.5% | -7.2% |
| YTD | -52.3% | -19.2% | -33.1% | -51.7% |
| 1Y | -54.5% | -20.7% | -33.8% | -53.8% |
| 3Y | -58.6% | -33.4% | -25.2% | -57.7% |
| 5Y | -61.5% | -41.7% | -19.8% | -60.9% |
| All | -53.6% | +34.5% | -88.1% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling