-54.6%
CSGP vs ACM
-48.7%
-5.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | +5.4% | -4.1% | -0.6% |
| 30D | +10.7% | +15.1% | -4.4% | +5.4% |
| 3M | +3.3% | -10.5% | +13.7% | +5.2% |
| 6M | -10.3% | -19.7% | +9.4% | -6.1% |
| YTD | -54.6% | -28.8% | -25.7% | -49.9% |
| 1Y | -54.6% | -47.9% | -6.8% | -48.8% |
| All | -54.6% | -48.7% | -5.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling