+3,388.4%
CSGP vs APD
+1,518.9%
+1,869.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.4% |
| 7D | +13.9% | -0.7% | +14.6% | +14.3% |
| 30D | +16.0% | +10.1% | +5.9% | +11.5% |
| 3M | +6.1% | +4.9% | +1.2% | +4.0% |
| 6M | -8.2% | +2.5% | -10.6% | -9.6% |
| YTD | -52.3% | +27.8% | -80.1% | -57.7% |
| 1Y | -54.5% | +32.9% | -87.4% | -60.6% |
| 3Y | -58.6% | +13.4% | -72.0% | -62.6% |
| 5Y | -61.5% | +12.8% | -74.3% | -65.5% |
| 10Y | +74.7% | +194.6% | -119.9% | 0.0% |
| All | +3,388.4% | +1,518.9% | +1,869.6% | +866.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling