+44.1%
CSGP vs AME
+416.5%
-372.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.2% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | +2.3% | -6.7% | +9.0% | +5.7% |
| 3M | -8.2% | +4.1% | -12.2% | -11.2% |
| 6M | -35.1% | +1.6% | -36.6% | -37.0% |
| YTD | -54.0% | +16.1% | -70.2% | -58.7% |
| 1Y | -65.3% | +27.3% | -92.6% | -70.6% |
| 3Y | -62.6% | +50.9% | -113.4% | -71.8% |
| 5Y | -64.8% | +81.4% | -146.2% | -76.3% |
| All | +44.1% | +416.5% | -372.4% | -38.3% |
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