-65.5%
CSGP vs AMP
+14.8%
-80.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | -5.1% | +2.6% | -7.7% | -6.0% |
| 30D | +0.3% | +0.8% | -0.5% | +0.1% |
| 3M | -9.1% | +24.3% | -33.4% | -15.1% |
| 6M | -37.3% | +20.6% | -57.8% | -40.9% |
| YTD | -54.9% | +14.6% | -69.5% | -56.9% |
| 1Y | -65.5% | +14.5% | -80.1% | -67.3% |
| All | -65.5% | +14.8% | -80.3% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMP 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling