+3,388.4%
CSGP vs APA
+379.0%
+3,009.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.2% |
| 7D | +13.9% | -15.6% | +29.5% | +17.0% |
| 30D | +16.0% | -0.9% | +16.9% | +15.9% |
| 3M | +6.1% | +26.1% | -20.0% | +1.5% |
| 6M | -8.2% | +6.1% | -14.3% | -9.9% |
| YTD | -52.3% | +82.8% | -135.2% | -57.7% |
| 1Y | -54.5% | +106.5% | -161.0% | -60.6% |
| 3Y | -58.6% | +21.9% | -80.5% | -61.8% |
| 5Y | -61.5% | +69.7% | -131.2% | -67.8% |
| 10Y | +74.7% | 0.0% | +74.7% | +33.1% |
| All | +3,388.4% | +379.0% | +3,009.4% | +2,180.5% |
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 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