+548.0%
CSGP vs ACM
+230.8%
+317.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -4.1% | -3.7% | -0.3% | -2.7% |
| 30D | +2.3% | -11.1% | +13.4% | +6.5% |
| 3M | -8.2% | -8.0% | -0.2% | -5.9% |
| 6M | -35.1% | -29.7% | -5.4% | -26.9% |
| YTD | -54.0% | -29.4% | -24.7% | -48.4% |
| 1Y | -65.3% | -46.4% | -18.9% | -57.1% |
| 3Y | -62.6% | -22.3% | -40.2% | -60.0% |
| 5Y | -64.8% | +4.5% | -69.3% | -66.3% |
| 10Y | +45.1% | +127.6% | -82.6% | -1.9% |
| All | +548.0% | +230.8% | +317.2% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling