+67.3%
CSGP vs AMCR
+22.3%
+45.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | -1.8% | -7.9% | +6.1% | +0.8% |
| 30D | +5.3% | +8.2% | -2.9% | +2.9% |
| 3M | +3.3% | -4.3% | +7.6% | +4.9% |
| 6M | -4.7% | +16.6% | -21.3% | -9.3% |
| YTD | -53.5% | +13.1% | -66.6% | -56.0% |
| 1Y | -53.7% | +14.4% | -68.2% | -56.4% |
| 3Y | -59.7% | +18.4% | -78.1% | -62.8% |
| 5Y | -62.5% | -5.8% | -56.7% | -62.7% |
| 10Y | +67.3% | +22.3% | +45.0% | +43.8% |
| All | +67.3% | +22.3% | +45.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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