-60.3%
CSGP vs AG
+219.8%
-280.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -4.7% |
| 7D | +1.3% | +6.3% | -5.1% | +1.1% |
| 30D | +10.7% | -8.9% | +19.6% | +10.9% |
| 3M | +3.3% | -12.2% | +15.5% | +3.4% |
| 6M | -10.3% | -28.3% | +18.0% | -9.7% |
| YTD | -54.6% | -8.8% | -45.7% | -55.2% |
| 1Y | -54.6% | +39.4% | -94.0% | -56.4% |
| 3Y | -60.3% | +229.4% | -289.8% | -67.8% |
| All | -60.3% | +219.8% | -280.1% | -67.8% |
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