-63.7%
CSGP vs AON
+15.4%
-79.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.1% |
| 7D | -6.1% | -3.2% | -2.9% | -4.5% |
| 30D | +0.3% | +21.7% | -21.3% | -9.2% |
| 3M | -1.3% | -5.1% | +3.8% | +0.7% |
| 6M | -8.9% | +5.9% | -14.8% | -11.6% |
| YTD | -55.2% | -4.8% | -50.4% | -54.6% |
| 1Y | -56.4% | -4.1% | -52.3% | -56.0% |
| 3Y | -62.2% | +2.0% | -64.2% | -63.9% |
| 5Y | -63.7% | +15.2% | -78.9% | -69.6% |
| All | -63.7% | +15.4% | -79.1% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling