-61.5%
CSGP vs AG
+18.5%
-80.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.4% |
| 7D | +13.9% | -2.9% | +16.8% | +14.0% |
| 30D | +16.0% | -15.1% | +31.1% | +17.0% |
| 3M | +6.1% | -15.4% | +21.5% | +6.8% |
| 6M | -8.2% | -21.9% | +13.7% | -7.6% |
| YTD | -52.3% | -10.4% | -41.9% | -53.3% |
| 1Y | -54.5% | +39.8% | -94.3% | -57.3% |
| 3Y | -58.6% | +209.5% | -268.1% | -66.5% |
| 5Y | -61.5% | +12.5% | -74.0% | -65.3% |
| All | -61.5% | +18.5% | -80.0% | -65.3% |
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