-35.1%
CSGP vs AON
-3.8%
-31.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.6% |
| 7D | -4.1% | -9.1% | +5.0% | +2.1% |
| 30D | +2.3% | -10.2% | +12.6% | +10.1% |
| 3M | -8.2% | +0.5% | -8.7% | -9.4% |
| 6M | -35.1% | -4.8% | -30.2% | -34.3% |
| All | -35.1% | -3.8% | -31.3% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling