+3,264.4%
CSGP vs APA
+368.9%
+2,895.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | -8.2% | +12.7% | -20.9% | -10.4% |
| 6M | -35.1% | +39.4% | -74.5% | -39.3% |
| YTD | -54.0% | +79.0% | -133.0% | -58.9% |
| 1Y | -65.3% | +88.8% | -154.1% | -69.5% |
| 3Y | -62.6% | +6.4% | -68.9% | -64.6% |
| 5Y | -64.8% | +153.0% | -217.8% | -72.5% |
| 10Y | +45.1% | +7.5% | +37.5% | +8.7% |
| All | +3,264.4% | +368.9% | +2,895.5% | +2,115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling