+277.6%
CSGP vs AMBA
+837.3%
-559.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.3% |
| 7D | -4.1% | -11.0% | +6.9% | -2.4% |
| 30D | +2.3% | -23.2% | +25.5% | +6.2% |
| 3M | -8.2% | -12.7% | +4.5% | -8.9% |
| 6M | -35.1% | +11.2% | -46.3% | -39.1% |
| YTD | -54.0% | -11.2% | -42.8% | -55.3% |
| 1Y | -65.3% | -22.5% | -42.8% | -65.9% |
| 3Y | -62.6% | -1.3% | -61.2% | -66.3% |
| 5Y | -64.8% | -54.2% | -10.7% | -66.2% |
| 10Y | +45.1% | -6.1% | +51.2% | +13.7% |
| All | +277.6% | +837.3% | -559.7% | +100.3% |
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