+43.0%
CSGP vs AON
+215.2%
-172.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -4.1% | -9.1% | +5.0% | -0.2% |
| 30D | +2.3% | -10.2% | +12.6% | +7.2% |
| 3M | -8.2% | +0.5% | -8.7% | -8.3% |
| 6M | -35.1% | -4.8% | -30.2% | -33.7% |
| YTD | -54.0% | -8.0% | -46.0% | -52.6% |
| 1Y | -65.3% | -13.1% | -52.2% | -63.4% |
| 3Y | -62.6% | -1.3% | -61.3% | -63.4% |
| 5Y | -64.8% | +14.9% | -79.7% | -68.2% |
| All | +43.0% | +215.2% | -172.2% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling