-58.4%
CSGP vs AG
+214.1%
-272.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.5% |
| 7D | +13.9% | -2.9% | +16.8% | +13.9% |
| 30D | +16.0% | -15.1% | +31.1% | +16.4% |
| 3M | +6.1% | -15.4% | +21.5% | +6.4% |
| 6M | -8.2% | -21.9% | +13.7% | -7.9% |
| YTD | -52.3% | -10.4% | -41.9% | -53.0% |
| 1Y | -54.5% | +39.8% | -94.3% | -56.3% |
| All | -58.4% | +214.1% | -272.5% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling