+67.3%
CSGP vs AME
+465.0%
-397.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +0.3% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | +5.3% | -4.2% | +9.5% | +6.5% |
| 3M | +3.3% | -5.9% | +9.2% | +4.9% |
| 6M | -4.7% | +2.8% | -7.5% | -8.5% |
| YTD | -53.5% | +16.6% | -70.1% | -58.8% |
| 1Y | -53.7% | +22.1% | -75.8% | -60.1% |
| 3Y | -59.7% | +64.7% | -124.4% | -71.5% |
| 5Y | -62.5% | +76.6% | -139.1% | -74.6% |
| 10Y | +67.3% | +443.9% | -376.6% | -22.0% |
| All | +67.3% | +465.0% | -397.7% | -22.0% |
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