+3,264.4%
CSGP vs ADM
+903.7%
+2,360.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.1% | +3.8% | -7.8% | -5.0% |
| 30D | +2.3% | +9.8% | -7.4% | -0.2% |
| 3M | -8.2% | +2.1% | -10.3% | -9.0% |
| 6M | -35.1% | +27.5% | -62.6% | -39.5% |
| YTD | -54.0% | +50.2% | -104.2% | -59.0% |
| 1Y | -65.3% | +40.6% | -105.9% | -68.6% |
| 3Y | -62.6% | +17.2% | -79.8% | -65.3% |
| 5Y | -64.8% | +61.9% | -126.7% | -70.4% |
| 10Y | +45.1% | +159.3% | -114.2% | +5.0% |
| All | +3,264.4% | +903.7% | +2,360.7% | +1,901.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling