+3,388.4%
CSGP vs AON
+1,015.0%
+2,373.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +13.9% | +7.3% | +6.5% | +11.1% |
| 30D | +16.0% | +26.0% | -10.0% | +6.8% |
| 3M | +6.1% | -4.1% | +10.2% | +7.4% |
| 6M | -8.2% | +10.0% | -18.2% | -11.2% |
| YTD | -52.3% | -1.7% | -50.7% | -52.3% |
| 1Y | -54.5% | +1.5% | -56.0% | -55.0% |
| 3Y | -58.6% | +8.9% | -67.5% | -60.6% |
| 5Y | -61.5% | +23.8% | -85.4% | -65.0% |
| 10Y | +74.7% | +248.9% | -174.3% | +10.0% |
| All | +3,388.4% | +1,015.0% | +2,373.4% | +1,538.7% |
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