-64.8%
CSGP vs APD
+27.6%
-92.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | -4.1% | -2.2% | -1.9% | -3.4% |
| 30D | +2.3% | +2.1% | +0.2% | +1.6% |
| 3M | -8.2% | +7.2% | -15.3% | -10.5% |
| 6M | -35.1% | +11.2% | -46.3% | -37.9% |
| YTD | -54.0% | +24.4% | -78.4% | -58.2% |
| 1Y | -65.3% | +6.7% | -72.0% | -66.5% |
| 3Y | -62.6% | +9.2% | -71.8% | -64.8% |
| All | -64.8% | +27.6% | -92.3% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling