+55.6%
CSGP vs APA
+7.0%
+48.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.8% |
| 7D | -6.1% | +9.6% | -15.7% | -7.2% |
| 30D | +0.3% | -0.2% | +0.6% | +0.1% |
| 3M | -1.3% | +19.8% | -21.2% | -3.8% |
| 6M | -8.9% | +30.1% | -39.0% | -12.4% |
| YTD | -55.2% | +100.4% | -155.7% | -59.5% |
| 1Y | -56.4% | +105.2% | -161.6% | -60.6% |
| 3Y | -62.2% | +44.6% | -106.8% | -65.3% |
| 5Y | -63.7% | +88.8% | -152.5% | -68.3% |
| All | +55.6% | +7.0% | +48.6% | +22.2% |
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