-62.9%
CSGP vs AMCR
-7.6%
-55.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -7.1% | -8.5% | +1.4% | -3.7% |
| 30D | +3.6% | +6.8% | -3.1% | +1.3% |
| 3M | -2.7% | -5.0% | +2.3% | -0.6% |
| 6M | -8.0% | +13.9% | -21.9% | -12.7% |
| YTD | -55.0% | +11.2% | -66.2% | -57.7% |
| 1Y | -55.8% | +11.3% | -67.1% | -58.5% |
| 3Y | -62.0% | +15.4% | -77.4% | -66.0% |
| 5Y | -62.9% | -7.7% | -55.2% | -62.5% |
| All | -62.9% | -7.6% | -55.3% | -62.5% |
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