+3,446.1%
CSGP vs APA
+390.2%
+3,055.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.9% | +10.9% | +5.2% |
| 7D | +18.3% | -13.0% | +31.3% | +20.9% |
| 30D | +17.8% | +2.0% | +15.8% | +17.1% |
| 3M | +9.3% | +24.9% | -15.6% | +4.6% |
| 6M | -7.9% | +7.2% | -15.1% | -9.8% |
| YTD | -51.5% | +87.1% | -138.6% | -57.2% |
| 1Y | -53.3% | +107.2% | -160.5% | -59.6% |
| 3Y | -57.9% | +24.7% | -82.6% | -61.4% |
| 5Y | -61.3% | +78.5% | -139.8% | -67.9% |
| 10Y | +77.5% | +2.3% | +75.2% | +34.8% |
| All | +3,446.1% | +390.2% | +3,055.9% | +2,209.2% |
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 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