+65.2%
CSGP vs AFL
+350.1%
-284.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.0% |
| 7D | +1.3% | +0.1% | +1.1% | +1.3% |
| 30D | +10.7% | +10.0% | +0.6% | +7.1% |
| 3M | +3.3% | -1.6% | +4.8% | +3.8% |
| 6M | -10.3% | +10.5% | -20.9% | -13.4% |
| YTD | -54.6% | +14.3% | -68.8% | -56.7% |
| 1Y | -54.6% | +11.4% | -66.0% | -56.4% |
| 3Y | -60.3% | +62.4% | -122.8% | -67.1% |
| 5Y | -63.3% | +144.8% | -208.1% | -73.9% |
| All | +65.2% | +350.1% | -284.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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