+55.6%
CSGP vs AMC
-98.8%
+154.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.5% |
| 7D | -6.1% | +8.4% | -14.5% | -6.3% |
| 30D | +0.3% | +9.2% | -8.8% | +0.1% |
| 3M | -1.3% | +32.0% | -33.3% | -2.1% |
| 6M | -8.9% | +149.3% | -158.2% | -11.4% |
| YTD | -55.2% | +114.1% | -169.3% | -56.4% |
| 1Y | -56.4% | +35.8% | -92.2% | -57.1% |
| 3Y | -62.2% | -58.3% | -3.9% | -62.3% |
| 5Y | -63.7% | -99.2% | +35.5% | -62.0% |
| All | +55.6% | -98.8% | +154.4% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling