+73.3%
CSGP vs ADM
+99.4%
-26.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +13.9% | -7.5% | +21.4% | +16.2% |
| 30D | +16.0% | -14.3% | +30.3% | +20.8% |
| 3M | +6.1% | -8.6% | +14.7% | +8.4% |
| 6M | -8.2% | -9.9% | +1.7% | -6.2% |
| YTD | -52.3% | +25.1% | -77.4% | -55.9% |
| 1Y | -54.5% | +28.8% | -83.3% | -58.3% |
| 3Y | -58.6% | +6.9% | -65.4% | -61.0% |
| 5Y | -61.5% | +25.9% | -87.4% | -66.6% |
| All | +73.3% | +99.4% | -26.1% | +16.4% |
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