+583.0%
CSGP vs ACM
+240.6%
+342.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +2.9% |
| 7D | +18.3% | +9.5% | +8.8% | +14.4% |
| 30D | +17.8% | +14.7% | +3.1% | +12.0% |
| 3M | +9.3% | -9.5% | +18.8% | +12.9% |
| 6M | -7.9% | -18.0% | +10.1% | -1.9% |
| YTD | -51.5% | -27.3% | -24.3% | -46.2% |
| 1Y | -53.3% | -47.0% | -6.3% | -42.0% |
| 3Y | -57.9% | -10.6% | -47.3% | -57.3% |
| 5Y | -61.3% | +5.3% | -66.6% | -63.0% |
| 10Y | +77.5% | +167.0% | -89.4% | +13.5% |
| All | +583.0% | +240.6% | +342.4% | +246.4% |
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 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