-62.8%
CSGP vs APA
+5.6%
-68.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.9% |
| 7D | -4.1% | +0.5% | -4.6% | -4.2% |
| 30D | +2.3% | +23.4% | -21.1% | -1.2% |
| 3M | -8.2% | +12.7% | -20.9% | -10.3% |
| 6M | -35.1% | +39.4% | -74.5% | -39.4% |
| YTD | -54.0% | +79.0% | -133.0% | -59.1% |
| 1Y | -65.3% | +88.8% | -154.1% | -69.6% |
| All | -62.8% | +5.6% | -68.4% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling