+65.1%
CSGP vs AGI
+335.7%
-270.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -2.8% |
| 7D | -3.2% | +13.9% | -17.1% | -3.5% |
| 30D | +2.2% | -6.2% | +8.5% | +2.3% |
| 3M | -3.7% | -6.9% | +3.3% | -3.5% |
| 6M | -7.4% | -28.7% | +21.3% | -6.7% |
| YTD | -54.9% | -19.8% | -35.1% | -54.8% |
| 1Y | -54.9% | -4.8% | -50.1% | -55.1% |
| 3Y | -61.9% | +144.3% | -206.2% | -63.7% |
| 5Y | -63.1% | +277.2% | -340.3% | -65.4% |
| 10Y | +65.1% | +365.9% | -300.7% | +62.5% |
| All | +65.1% | +335.7% | -270.5% | +62.5% |
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