-64.8%
CSGP vs ACM
+5.0%
-69.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.2% |
| 7D | -4.1% | -3.7% | -0.3% | -2.3% |
| 30D | +2.3% | -11.1% | +13.4% | +7.6% |
| 3M | -8.2% | -8.0% | -0.2% | -5.3% |
| 6M | -35.1% | -29.7% | -5.4% | -23.7% |
| YTD | -54.0% | -29.4% | -24.7% | -46.3% |
| 1Y | -65.3% | -46.4% | -18.9% | -53.6% |
| 3Y | -62.6% | -22.3% | -40.2% | -60.7% |
| All | -64.8% | +5.0% | -69.7% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling