-52.9%
CSGP vs ACI
+39.5%
-92.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.6% |
| 7D | +18.3% | +4.5% | +13.8% | +17.7% |
| 30D | +17.8% | +20.9% | -3.1% | +15.6% |
| 3M | +9.3% | +15.2% | -6.0% | +7.7% |
| 6M | -7.9% | -13.3% | +5.4% | -7.3% |
| YTD | -51.5% | -16.2% | -35.4% | -51.1% |
| 1Y | -53.3% | -16.9% | -36.4% | -52.9% |
| 3Y | -57.9% | -30.8% | -27.1% | -57.2% |
| 5Y | -61.3% | -39.4% | -21.9% | -60.9% |
| All | -52.9% | +39.5% | -92.4% | -53.0% |
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