+298.0%
CSGP vs AMBA
+807.9%
-509.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.8% | +4.3% |
| 7D | +18.3% | -8.1% | +26.4% | +19.7% |
| 30D | +17.8% | -10.8% | +28.5% | +19.4% |
| 3M | +9.3% | -25.9% | +35.2% | +13.4% |
| 6M | -7.9% | -13.9% | +5.9% | -10.0% |
| YTD | -51.5% | -14.0% | -37.5% | -52.9% |
| 1Y | -53.3% | -25.7% | -27.6% | -53.8% |
| 3Y | -57.9% | +21.5% | -79.3% | -63.7% |
| 5Y | -61.3% | -68.9% | +7.6% | -60.6% |
| 10Y | +77.5% | +5.2% | +72.3% | +36.5% |
| All | +298.0% | +807.9% | -509.9% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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