-60.3%
CSGP vs APTV
-49.5%
-10.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.2% | -3.9% |
| 7D | +1.3% | -10.2% | +11.5% | +3.6% |
| 30D | +10.7% | -10.8% | +21.5% | +13.4% |
| 3M | +3.3% | -14.8% | +18.1% | +6.7% |
| 6M | -10.3% | -30.6% | +20.2% | -5.2% |
| YTD | -54.6% | -48.2% | -6.4% | -48.6% |
| 1Y | -54.6% | -52.0% | -2.7% | -47.5% |
| 3Y | -60.3% | -47.0% | -13.3% | -58.2% |
| All | -60.3% | -49.5% | -10.9% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling