-61.9%
CSGP vs AMCR
+18.2%
-80.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -3.2% | -3.8% | +0.6% | -2.0% |
| 30D | +2.2% | +8.3% | -6.1% | +0.2% |
| 3M | -3.7% | -2.7% | -1.0% | -2.8% |
| 6M | -7.4% | +16.7% | -24.2% | -10.9% |
| YTD | -54.9% | +13.2% | -68.1% | -57.0% |
| 1Y | -54.9% | +13.7% | -68.6% | -57.1% |
| 3Y | -61.9% | +17.4% | -79.4% | -64.7% |
| All | -61.9% | +18.2% | -80.1% | -64.7% |
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