-53.3%
CSGP vs AG
+29.4%
-82.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.1% | -5.1% | +4.2% |
| 7D | +18.3% | -2.6% | +20.9% | +18.2% |
| 30D | +17.8% | -12.1% | +29.9% | +17.5% |
| 3M | +9.3% | -6.6% | +15.9% | +9.1% |
| 6M | -7.9% | -20.5% | +12.5% | -8.2% |
| YTD | -51.5% | -7.4% | -44.1% | -53.1% |
| 1Y | -53.3% | +33.4% | -86.7% | -55.6% |
| All | -53.3% | +29.4% | -82.7% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling