-56.4%
CSGP vs AMCR
+9.1%
-65.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.3% |
| 7D | -6.1% | -4.5% | -1.6% | -5.3% |
| 30D | +0.3% | +4.9% | -4.5% | +0.5% |
| 3M | -1.3% | -4.6% | +3.3% | -0.7% |
| 6M | -8.9% | +15.2% | -24.1% | -7.3% |
| YTD | -55.2% | +9.7% | -65.0% | -55.2% |
| 1Y | -56.4% | +10.5% | -66.9% | -56.4% |
| All | -56.4% | +9.1% | -65.5% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling