-63.7%
CSGP vs AHR
+365.8%
-429.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -2.2% |
| 7D | -4.1% | -1.5% | -2.6% | -3.9% |
| 30D | +2.3% | -1.4% | +3.7% | +2.4% |
| 3M | -8.2% | +18.6% | -26.7% | -9.2% |
| 6M | -35.1% | +6.6% | -41.6% | -35.3% |
| YTD | -54.0% | +17.5% | -71.5% | -54.9% |
| 1Y | -65.3% | +30.9% | -96.2% | -66.8% |
| All | -63.7% | +365.8% | -429.5% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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