+1,228.3%
CSGP vs AGI
+4,691.5%
-3,463.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -4.8% |
| 7D | +1.3% | +16.0% | -14.7% | +0.7% |
| 30D | +10.7% | +1.0% | +9.7% | +10.5% |
| 3M | +3.3% | +2.5% | +0.8% | +3.0% |
| 6M | -10.3% | -24.0% | +13.7% | -9.6% |
| YTD | -54.6% | -17.2% | -37.3% | -54.5% |
| 1Y | -54.6% | +4.9% | -59.5% | -55.0% |
| 3Y | -60.3% | +142.6% | -202.9% | -62.3% |
| 5Y | -63.3% | +315.2% | -378.5% | -66.0% |
| 10Y | +66.5% | +338.5% | -272.0% | +51.1% |
| All | +1,228.3% | +4,691.5% | -3,463.2% | +855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling