+43.0%
CSGP vs AFL
+302.2%
-259.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | +2.3% | -6.2% | +8.5% | +4.5% |
| 3M | -8.2% | +2.2% | -10.3% | -8.9% |
| 6M | -35.1% | +5.3% | -40.3% | -36.3% |
| YTD | -54.0% | +8.0% | -62.0% | -55.4% |
| 1Y | -65.3% | +10.2% | -75.5% | -66.6% |
| 3Y | -62.6% | +67.1% | -129.6% | -69.4% |
| 5Y | -64.8% | +135.6% | -200.4% | -74.8% |
| All | +43.0% | +302.2% | -259.2% | -12.7% |
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