+44.1%
CSGP vs AG
+65.2%
-21.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -2.3% |
| 7D | -4.1% | +1.0% | -5.1% | -4.1% |
| 30D | +2.3% | +19.2% | -16.9% | +1.3% |
| 3M | -8.2% | +6.2% | -14.3% | -8.8% |
| 6M | -35.1% | -26.7% | -8.4% | -34.3% |
| YTD | -54.0% | +26.1% | -80.1% | -55.3% |
| 1Y | -65.3% | +131.7% | -197.0% | -67.8% |
| 3Y | -62.6% | +255.3% | -317.9% | -67.1% |
| 5Y | -64.8% | +61.9% | -126.8% | -68.3% |
| All | +44.1% | +65.2% | -21.1% | +40.1% |
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