+77.5%
CSGP vs AMC
-98.5%
+176.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.3% | -3.3% | +3.8% |
| 7D | +18.3% | +17.7% | +0.6% | +17.8% |
| 30D | +17.8% | +26.2% | -8.4% | +17.1% |
| 3M | +9.3% | +31.3% | -22.1% | +8.4% |
| 6M | -7.9% | +142.8% | -150.7% | -10.3% |
| YTD | -51.5% | +125.6% | -177.2% | -52.8% |
| 1Y | -53.3% | +40.2% | -93.6% | -54.1% |
| 3Y | -57.9% | -67.2% | +9.3% | -57.8% |
| 5Y | -61.3% | -99.1% | +37.8% | -59.6% |
| 10Y | +77.5% | -98.5% | +176.1% | +68.5% |
| All | +77.5% | -98.5% | +176.1% | +68.5% |
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