+60.0%
CSGP vs AMCR
+18.6%
+41.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.3% | -2.4% | +3.7% | +2.1% |
| 30D | +2.8% | +3.6% | -0.8% | +1.9% |
| 3M | -6.3% | -4.2% | -2.1% | -4.9% |
| 6M | -3.2% | +15.5% | -18.7% | -7.6% |
| YTD | -54.0% | +9.7% | -63.7% | -55.9% |
| 1Y | -54.8% | +8.3% | -63.1% | -56.6% |
| 3Y | -60.6% | +15.4% | -75.9% | -63.2% |
| 5Y | -62.6% | -9.1% | -53.5% | -62.4% |
| All | +60.0% | +18.6% | +41.4% | +38.2% |
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