+62.6%
CSGP vs AMCR
+20.2%
+42.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | -7.1% | -8.5% | +1.4% | -4.4% |
| 30D | +3.6% | +6.8% | -3.1% | +1.7% |
| 3M | -2.7% | -5.0% | +2.3% | -1.0% |
| 6M | -8.1% | +13.9% | -21.9% | -11.9% |
| YTD | -55.0% | +11.2% | -66.2% | -57.1% |
| 1Y | -55.8% | +11.3% | -67.1% | -57.9% |
| 3Y | -62.0% | +15.4% | -77.4% | -64.5% |
| 5Y | -62.9% | -7.7% | -55.2% | -62.9% |
| 10Y | +62.6% | +20.2% | +42.4% | +40.6% |
| All | +62.6% | +20.2% | +42.4% | +40.6% |
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