-55.8%
CSGP vs AGI
-8.3%
-47.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.2% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +3.6% | -7.6% | +11.2% | +3.5% |
| 3M | -2.7% | -10.2% | +7.5% | -2.9% |
| 6M | -8.0% | -31.5% | +23.5% | -7.9% |
| YTD | -55.0% | -22.0% | -33.0% | -55.2% |
| 1Y | -55.8% | -7.9% | -47.9% | -57.1% |
| All | -55.8% | -8.3% | -47.5% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling