+65.2%
CSGP vs AG
+89.9%
-24.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -4.8% |
| 7D | +1.3% | +6.3% | -5.1% | +0.9% |
| 30D | +10.7% | -8.9% | +19.6% | +11.1% |
| 3M | +3.3% | -12.2% | +15.5% | +3.7% |
| 6M | -10.3% | -28.3% | +18.0% | -9.4% |
| YTD | -54.6% | -8.8% | -45.7% | -55.1% |
| 1Y | -54.6% | +39.4% | -94.0% | -56.5% |
| 3Y | -60.3% | +229.4% | -289.8% | -65.0% |
| 5Y | -63.3% | +14.5% | -77.8% | -66.3% |
| All | +65.2% | +89.9% | -24.7% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling