+3,264.4%
CSGP vs AON
+943.4%
+2,321.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -4.1% | -9.1% | +5.0% | -1.0% |
| 30D | +2.3% | -10.2% | +12.6% | +6.1% |
| 3M | -8.2% | +0.5% | -8.7% | -8.3% |
| 6M | -35.1% | -4.8% | -30.2% | -33.9% |
| YTD | -54.0% | -8.0% | -46.0% | -52.9% |
| 1Y | -65.3% | -13.1% | -52.2% | -63.8% |
| 3Y | -62.6% | -1.3% | -61.3% | -63.1% |
| 5Y | -64.8% | +14.9% | -79.7% | -67.1% |
| 10Y | +45.1% | +214.9% | -169.8% | -5.2% |
| All | +3,264.4% | +943.4% | +2,321.0% | +1,519.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling