-62.8%
CSGP vs AMCR
+7.6%
-70.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.1% | -1.9% | -2.2% | -3.6% |
| 30D | +2.3% | -4.1% | +6.4% | +3.5% |
| 3M | -8.2% | +21.7% | -29.8% | -12.8% |
| 6M | -35.1% | +1.5% | -36.5% | -35.0% |
| YTD | -54.0% | +13.1% | -67.2% | -56.3% |
| 1Y | -65.3% | +13.0% | -78.3% | -67.0% |
| All | -62.8% | +7.6% | -70.4% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling