-64.8%
CSGP vs AME
+82.5%
-147.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 6M | -35.1% | +1.6% | -36.6% | -37.0% |
| YTD | -54.0% | +16.1% | -70.2% | -59.3% |
| 1Y | -65.3% | +27.3% | -92.6% | -71.3% |
| 3Y | -62.6% | +50.9% | -113.4% | -73.7% |
| All | -64.8% | +82.5% | -147.2% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling