+333.6%
CSGP vs AMCR
+105.2%
+228.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.2% |
| 7D | +1.3% | -5.3% | +6.6% | +2.6% |
| 30D | +10.7% | +8.7% | +1.9% | +8.8% |
| 3M | +3.3% | -3.3% | +6.6% | +4.2% |
| 6M | -10.3% | +15.1% | -25.4% | -13.2% |
| YTD | -54.6% | +12.4% | -67.0% | -56.1% |
| 1Y | -54.6% | +15.8% | -70.5% | -56.6% |
| 3Y | -60.3% | +16.7% | -77.1% | -62.1% |
| 5Y | -63.3% | -5.1% | -58.3% | -63.4% |
| 10Y | +66.5% | +21.5% | +45.0% | +53.8% |
| All | +333.6% | +105.2% | +228.4% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling