-62.8%
CSGP vs AG
+260.2%
-323.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -2.4% |
| 7D | -4.1% | +1.0% | -5.1% | -4.1% |
| 30D | +2.3% | +19.2% | -16.9% | +1.6% |
| 3M | -8.2% | +6.2% | -14.3% | -8.5% |
| 6M | -35.1% | -26.7% | -8.4% | -34.2% |
| YTD | -54.0% | +26.1% | -80.1% | -55.1% |
| 1Y | -65.3% | +131.7% | -197.0% | -67.6% |
| All | -62.8% | +260.2% | -323.0% | -68.9% |
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