+570.0%
CSGP vs AG
+300.4%
+269.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.1% | -5.1% | +3.4% |
| 7D | +18.3% | -2.6% | +20.9% | +18.4% |
| 30D | +17.8% | -12.1% | +29.9% | +18.7% |
| 3M | +9.3% | -6.6% | +15.9% | +9.4% |
| 6M | -7.9% | -20.5% | +12.5% | -7.4% |
| YTD | -51.5% | -7.4% | -44.1% | -52.3% |
| 1Y | -53.3% | +33.4% | -86.7% | -55.4% |
| 3Y | -57.9% | +219.9% | -277.8% | -63.5% |
| 5Y | -61.3% | +23.1% | -84.4% | -64.7% |
| 10Y | +77.5% | +85.5% | -7.9% | +47.3% |
| All | +570.0% | +300.4% | +269.5% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling