+62.6%
CSGP vs AFL
+340.0%
-277.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.1% | +1.4% | -8.5% | -7.6% |
| 30D | +3.6% | +9.7% | -6.1% | +0.3% |
| 3M | -2.7% | +5.5% | -8.2% | -4.6% |
| 6M | -8.0% | +11.2% | -19.2% | -11.4% |
| YTD | -55.0% | +17.1% | -72.1% | -57.5% |
| 1Y | -55.8% | +14.0% | -69.8% | -57.9% |
| 3Y | -62.0% | +66.3% | -128.3% | -68.8% |
| 5Y | -62.9% | +152.7% | -215.6% | -74.0% |
| 10Y | +62.6% | +341.3% | -278.7% | -3.6% |
| All | +62.6% | +340.0% | -277.4% | -3.6% |
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