-53.3%
CSGP vs ADM
+29.8%
-83.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.0% |
| 7D | +18.3% | -8.3% | +26.6% | +18.6% |
| 30D | +17.8% | -14.1% | +31.9% | +18.1% |
| 3M | +9.3% | -10.7% | +20.0% | +9.3% |
| 6M | -7.9% | -5.9% | -2.0% | -8.1% |
| YTD | -51.5% | +25.8% | -77.3% | -53.1% |
| 1Y | -53.3% | +21.3% | -74.6% | -54.7% |
| All | -53.3% | +29.8% | -83.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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