-61.5%
CSGP vs AME
+62.5%
-124.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +1.0% |
| 7D | +13.9% | -11.4% | +25.3% | +19.6% |
| 30D | +16.0% | -12.1% | +28.1% | +21.8% |
| 3M | +6.1% | -12.3% | +18.4% | +11.2% |
| 6M | -8.2% | -4.6% | -3.5% | -9.1% |
| YTD | -52.3% | +9.1% | -61.4% | -57.2% |
| 1Y | -54.5% | +13.3% | -67.8% | -60.3% |
| 3Y | -58.6% | +58.2% | -116.8% | -73.5% |
| 5Y | -61.5% | +63.4% | -124.9% | -77.6% |
| All | -61.5% | +62.5% | -124.0% | -77.6% |
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