-64.6%
CSGP vs AHR
+401.6%
-466.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -6.1% | +4.6% | -10.7% | -6.7% |
| 30D | +0.3% | +11.6% | -11.3% | -1.1% |
| 3M | -1.3% | +12.0% | -13.4% | -2.8% |
| 6M | -8.9% | +15.0% | -24.0% | -10.4% |
| YTD | -55.2% | +26.5% | -81.7% | -56.6% |
| 1Y | -56.4% | +25.0% | -81.4% | -57.7% |
| All | -64.6% | +401.6% | -466.2% | -74.3% |
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