-63.2%
CSGP vs AG
+12.9%
-76.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.8% | -6.5% | -4.8% |
| 7D | +1.3% | +6.3% | -5.1% | +0.9% |
| 30D | +10.7% | -8.9% | +19.6% | +11.2% |
| 3M | +3.3% | -12.2% | +15.5% | +3.7% |
| 6M | -10.3% | -28.3% | +18.0% | -9.1% |
| YTD | -54.6% | -8.8% | -45.7% | -55.5% |
| 1Y | -54.6% | +39.4% | -94.0% | -57.4% |
| 3Y | -60.3% | +229.4% | -289.8% | -68.1% |
| All | -63.2% | +12.9% | -76.2% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling