+60.0%
CSGP vs APA
+8.7%
+51.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.7% |
| 7D | +1.3% | +8.5% | -7.2% | +0.3% |
| 30D | +2.8% | +2.8% | 0.0% | +2.2% |
| 3M | -6.3% | +21.7% | -28.0% | -8.9% |
| 6M | -3.2% | +32.6% | -35.8% | -7.1% |
| YTD | -54.0% | +103.7% | -157.7% | -58.4% |
| 1Y | -54.8% | +101.8% | -156.6% | -59.1% |
| 3Y | -60.6% | +48.1% | -108.6% | -63.9% |
| 5Y | -62.6% | +91.9% | -154.5% | -67.5% |
| All | +60.0% | +8.7% | +51.3% | +25.5% |
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