-64.8%
CSGP vs AMC
-99.4%
+34.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.8% | -2.7% |
| 7D | -4.1% | +2.3% | -6.4% | -4.2% |
| 30D | +2.3% | -0.7% | +3.1% | +2.3% |
| 3M | -8.2% | +35.2% | -43.4% | -10.7% |
| 6M | -35.1% | +124.6% | -159.6% | -39.2% |
| YTD | -54.0% | +69.9% | -123.9% | -56.3% |
| 1Y | -65.3% | -2.6% | -62.7% | -65.9% |
| 3Y | -62.6% | -79.8% | +17.2% | -60.9% |
| All | -64.8% | -99.4% | +34.7% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling