+3,264.4%
CSGP vs AFL
+2,481.0%
+783.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | +2.3% | -6.2% | +8.5% | +4.1% |
| 3M | -8.2% | +2.2% | -10.3% | -8.8% |
| 6M | -35.1% | +5.3% | -40.3% | -36.1% |
| YTD | -54.0% | +8.0% | -62.0% | -55.2% |
| 1Y | -65.3% | +10.2% | -75.5% | -66.4% |
| 3Y | -62.6% | +67.1% | -129.6% | -68.3% |
| 5Y | -64.8% | +135.6% | -200.4% | -73.3% |
| 10Y | +45.1% | +299.4% | -254.3% | -9.3% |
| All | +3,264.4% | +2,481.0% | +783.4% | +1,394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling