+65.2%
CSGP vs ADM
+98.0%
-32.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.5% |
| 7D | +1.3% | -9.0% | +10.3% | +3.8% |
| 30D | +10.7% | -14.0% | +24.7% | +15.2% |
| 3M | +3.3% | -9.2% | +12.4% | +5.7% |
| 6M | -10.3% | -9.2% | -1.2% | -8.6% |
| YTD | -54.6% | +24.2% | -78.8% | -57.9% |
| 1Y | -54.6% | +27.0% | -81.6% | -58.2% |
| 3Y | -60.3% | +6.6% | -66.9% | -62.6% |
| 5Y | -63.3% | +25.0% | -88.3% | -68.1% |
| All | +65.2% | +98.0% | -32.8% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling