+65.2%
CSGP vs AON
+234.0%
-168.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -3.4% |
| 7D | +1.3% | +4.4% | -3.1% | -0.6% |
| 30D | +10.7% | +24.1% | -13.4% | +0.3% |
| 3M | +3.3% | -7.0% | +10.2% | +6.2% |
| 6M | -10.3% | +9.1% | -19.5% | -13.8% |
| YTD | -54.6% | -4.4% | -50.2% | -54.0% |
| 1Y | -54.6% | -0.8% | -53.9% | -54.9% |
| 3Y | -60.3% | +5.1% | -65.5% | -62.4% |
| 5Y | -63.3% | +20.4% | -83.7% | -67.5% |
| All | +65.2% | +234.0% | -168.8% | -0.4% |
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