-64.8%
CSGP vs AMCR
-8.5%
-56.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.1% | -1.9% | -2.2% | -3.4% |
| 30D | +2.3% | -4.1% | +6.4% | +3.9% |
| 3M | -8.2% | +21.7% | -29.8% | -14.9% |
| 6M | -35.1% | +1.5% | -36.5% | -35.6% |
| YTD | -54.0% | +13.1% | -67.2% | -57.2% |
| 1Y | -65.3% | +13.0% | -78.3% | -67.7% |
| 3Y | -62.6% | +6.9% | -69.5% | -65.1% |
| All | -64.8% | -8.5% | -56.2% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling