-60.3%
CSGP vs APA
+24.2%
-84.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -5.1% |
| 7D | +1.3% | -15.5% | +16.8% | +3.7% |
| 30D | +10.7% | +2.4% | +8.3% | +9.8% |
| 3M | +3.3% | +22.8% | -19.5% | -0.8% |
| 6M | -10.3% | +17.9% | -28.3% | -13.6% |
| YTD | -54.6% | +87.7% | -142.2% | -60.2% |
| 1Y | -54.6% | +94.2% | -148.8% | -60.6% |
| 3Y | -60.3% | +27.2% | -87.6% | -63.5% |
| All | -60.3% | +24.2% | -84.5% | -63.5% |
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 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