+3,446.1%
CSGP vs AME
+6,621.7%
-3,175.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.6% | +6.1% |
| 7D | +18.3% | -4.4% | +22.7% | +20.3% |
| 30D | +17.8% | -5.9% | +23.7% | +20.1% |
| 3M | +9.3% | -6.5% | +15.8% | +11.4% |
| 6M | -7.9% | +3.2% | -11.1% | -11.2% |
| YTD | -51.5% | +16.0% | -67.6% | -56.0% |
| 1Y | -53.3% | +20.4% | -73.8% | -58.4% |
| 3Y | -57.9% | +68.2% | -126.1% | -68.3% |
| 5Y | -61.3% | +74.4% | -135.7% | -71.2% |
| 10Y | +77.5% | +470.6% | -393.1% | -23.9% |
| All | +3,446.1% | +6,621.7% | -3,175.6% | +556.4% |
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