-54.5%
CSGP vs AG
+33.1%
-87.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.7% |
| 7D | +13.9% | -2.9% | +16.8% | +13.8% |
| 30D | +16.0% | -15.1% | +31.1% | +15.7% |
| 3M | +6.1% | -15.4% | +21.5% | +5.7% |
| 6M | -8.2% | -21.9% | +13.7% | -8.5% |
| YTD | -52.3% | -10.4% | -41.9% | -54.2% |
| 1Y | -54.5% | +39.8% | -94.3% | -58.0% |
| All | -54.5% | +33.1% | -87.6% | -58.0% |
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