+67.3%
CSGP vs AFL
+348.2%
-280.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +1.9% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +5.3% | +9.3% | -4.0% | +2.1% |
| 3M | +3.3% | +1.0% | +2.3% | +2.9% |
| 6M | -4.7% | +11.8% | -16.5% | -8.3% |
| YTD | -53.5% | +15.3% | -68.9% | -55.9% |
| 1Y | -53.7% | +12.1% | -65.8% | -55.6% |
| 3Y | -59.7% | +65.0% | -124.7% | -66.8% |
| 5Y | -62.5% | +149.1% | -211.6% | -73.5% |
| 10Y | +67.3% | +340.9% | -273.6% | +0.7% |
| All | +67.3% | +348.2% | -280.9% | +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