-58.4%
CSGP vs AME
+58.2%
-116.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.8% |
| 7D | +13.9% | -11.4% | +25.3% | +15.7% |
| 30D | +16.0% | -12.1% | +28.1% | +18.0% |
| 3M | +6.1% | -12.3% | +18.4% | +7.8% |
| 6M | -8.2% | -4.6% | -3.5% | -9.3% |
| YTD | -52.3% | +9.1% | -61.4% | -55.7% |
| 1Y | -54.5% | +13.3% | -67.8% | -58.5% |
| All | -58.4% | +58.2% | -116.6% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling