+65.2%
CSGP vs AME
+442.8%
-377.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.5% | -7.2% | -5.9% |
| 7D | +1.3% | -5.2% | +6.4% | +3.5% |
| 30D | +10.7% | -8.0% | +18.7% | +14.1% |
| 3M | +3.3% | -8.9% | +12.2% | +6.5% |
| 6M | -10.3% | -5.0% | -5.3% | -10.4% |
| YTD | -54.6% | +11.9% | -66.5% | -58.9% |
| 1Y | -54.6% | +16.6% | -71.3% | -60.0% |
| 3Y | -60.3% | +62.5% | -122.8% | -71.8% |
| 5Y | -63.3% | +67.6% | -130.9% | -74.5% |
| All | +65.2% | +442.8% | -377.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling