+73.3%
CSGP vs APA
-2.5%
+75.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.3% |
| 7D | +13.9% | -15.6% | +29.5% | +16.1% |
| 30D | +16.0% | -0.9% | +16.9% | +15.9% |
| 3M | +6.1% | +26.1% | -20.0% | +2.7% |
| 6M | -8.2% | +6.1% | -14.3% | -9.4% |
| YTD | -52.3% | +82.8% | -135.2% | -56.3% |
| 1Y | -54.5% | +106.5% | -161.0% | -59.0% |
| 3Y | -58.6% | +21.9% | -80.5% | -61.1% |
| 5Y | -61.5% | +69.7% | -131.2% | -66.0% |
| All | +73.3% | -2.5% | +75.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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