+65.2%
CSGP vs APD
+185.9%
-120.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.1% |
| 7D | +1.3% | -3.7% | +4.9% | +2.9% |
| 30D | +10.7% | +9.6% | +1.1% | +6.8% |
| 3M | +3.3% | +1.6% | +1.6% | +2.7% |
| 6M | -10.3% | +2.2% | -12.5% | -11.5% |
| YTD | -54.6% | +25.9% | -80.4% | -59.4% |
| 1Y | -54.6% | +20.1% | -74.8% | -58.8% |
| 3Y | -60.3% | +12.4% | -72.7% | -64.0% |
| 5Y | -63.3% | +11.1% | -74.4% | -67.3% |
| All | +65.2% | +185.9% | -120.7% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling