+55.6%
CSGP vs AGI
+391.9%
-336.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.4% |
| 7D | -6.1% | -7.5% | +1.4% | -5.9% |
| 30D | +0.3% | -9.9% | +10.2% | +0.6% |
| 3M | -1.3% | -14.2% | +12.9% | -1.0% |
| 6M | -8.9% | -35.2% | +26.3% | -7.9% |
| YTD | -55.2% | -25.2% | -30.0% | -55.0% |
| 1Y | -56.4% | -14.3% | -42.1% | -56.4% |
| 3Y | -62.2% | +127.7% | -189.9% | -63.9% |
| 5Y | -63.7% | +243.4% | -307.1% | -65.9% |
| All | +55.6% | +391.9% | -336.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling