-60.3%
CSGP vs AGI
+141.1%
-201.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -4.7% |
| 7D | +1.3% | +16.0% | -14.7% | +0.9% |
| 30D | +10.7% | +1.0% | +9.7% | +10.5% |
| 3M | +3.3% | +2.5% | +0.8% | +3.1% |
| 6M | -10.3% | -24.0% | +13.7% | -9.7% |
| YTD | -54.6% | -17.2% | -37.3% | -54.5% |
| 1Y | -54.6% | +4.9% | -59.5% | -55.2% |
| 3Y | -60.3% | +142.6% | -202.9% | -67.4% |
| All | -60.3% | +141.1% | -201.5% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling