+3,201.2%
CSGP vs AFL
+2,688.6%
+512.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.3% |
| 7D | -3.2% | +2.1% | -5.3% | -3.8% |
| 30D | +2.2% | +10.6% | -8.3% | -0.7% |
| 3M | -3.7% | +4.4% | -8.0% | -4.9% |
| 6M | -7.4% | +13.1% | -20.6% | -10.8% |
| YTD | -54.9% | +16.6% | -71.5% | -57.0% |
| 1Y | -54.9% | +13.8% | -68.7% | -56.7% |
| 3Y | -61.9% | +65.7% | -127.6% | -67.7% |
| 5Y | -63.1% | +153.1% | -216.2% | -72.5% |
| 10Y | +65.1% | +335.9% | -270.7% | +0.7% |
| All | +3,201.2% | +2,688.6% | +512.6% | +1,334.3% |
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