-60.0%
CSGP vs AMRZ
-15.9%
-44.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.1% |
| 7D | +13.9% | +2.5% | +11.4% | +13.5% |
| 30D | +16.0% | +14.4% | +1.6% | +13.9% |
| 3M | +6.1% | -19.2% | +25.2% | +7.6% |
| 6M | -8.2% | -19.7% | +11.6% | -7.0% |
| YTD | -52.3% | -20.2% | -32.2% | -51.1% |
| 1Y | -54.5% | -15.1% | -39.4% | -53.8% |
| All | -60.0% | -15.9% | -44.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling