-53.3%
CSGP vs APD
+36.4%
-89.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +4.0% |
| 7D | +18.3% | +3.8% | +14.5% | +18.4% |
| 30D | +17.8% | +14.1% | +3.7% | +18.6% |
| 3M | +9.3% | +8.2% | +1.1% | +9.7% |
| 6M | -7.9% | +7.5% | -15.5% | -7.3% |
| YTD | -51.5% | +31.7% | -83.2% | -50.2% |
| 1Y | -53.3% | +35.1% | -88.4% | -51.1% |
| All | -53.3% | +36.4% | -89.7% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling