-54.9%
CSGP vs APD
+22.2%
-77.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -3.2% | -0.2% | -2.9% | -3.2% |
| 30D | +2.2% | +11.0% | -8.8% | +2.3% |
| 3M | -3.7% | +1.3% | -5.0% | -3.9% |
| 6M | -7.4% | +6.4% | -13.8% | -7.0% |
| YTD | -54.9% | +28.9% | -83.8% | -55.2% |
| 1Y | -54.9% | +23.2% | -78.1% | -54.4% |
| All | -54.9% | +22.2% | -77.1% | -54.4% |
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