-7.9%
CSGP vs AG
-20.6%
+12.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.1% | -5.1% | +4.8% |
| 7D | +18.3% | -2.6% | +20.9% | +17.9% |
| 30D | +17.8% | -12.1% | +29.9% | +16.6% |
| 3M | +9.3% | -6.6% | +15.9% | +9.3% |
| 6M | -7.9% | -20.5% | +12.5% | -8.2% |
| All | -7.9% | -20.6% | +12.7% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling