+3,264.4%
CSGP vs AME
+6,629.8%
-3,365.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.1% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | +2.3% | -6.7% | +9.0% | +5.3% |
| 3M | -8.2% | +4.1% | -12.2% | -10.7% |
| 6M | -35.1% | +1.6% | -36.6% | -36.7% |
| YTD | -54.0% | +16.1% | -70.2% | -57.9% |
| 1Y | -65.3% | +27.3% | -92.6% | -69.7% |
| 3Y | -62.6% | +50.9% | -113.4% | -70.1% |
| 5Y | -64.8% | +81.4% | -146.2% | -74.1% |
| 10Y | +45.1% | +417.0% | -371.9% | -34.5% |
| All | +3,264.4% | +6,629.8% | -3,365.4% | +528.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling