+70.5%
CSGP vs AMC
-98.1%
+168.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.8% | -2.6% |
| 7D | -4.1% | +2.3% | -6.4% | -4.1% |
| 30D | +2.3% | -0.7% | +3.1% | +2.3% |
| 3M | -8.2% | +35.2% | -43.4% | -9.3% |
| 6M | -35.1% | +124.6% | -159.6% | -36.9% |
| YTD | -54.0% | +69.9% | -123.9% | -55.0% |
| 1Y | -65.3% | -2.6% | -62.7% | -65.6% |
| 3Y | -62.6% | -79.8% | +17.2% | -62.1% |
| 5Y | -64.8% | -99.4% | +34.6% | -62.5% |
| 10Y | +45.1% | -98.9% | +144.0% | +56.0% |
| All | +70.5% | -98.1% | +168.6% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling