-58.4%
CSGP vs ACM
-12.3%
-46.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.7% |
| 7D | +13.9% | +5.1% | +8.8% | +11.7% |
| 30D | +16.0% | +11.5% | +4.5% | +11.0% |
| 3M | +6.1% | -10.5% | +16.5% | +9.8% |
| 6M | -8.2% | -20.4% | +12.2% | -1.0% |
| YTD | -52.3% | -28.9% | -23.5% | -46.1% |
| 1Y | -54.5% | -48.7% | -5.8% | -41.3% |
| All | -58.4% | -12.3% | -46.1% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling