-62.8%
CSGP vs APTV
-53.8%
-9.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.1% |
| 7D | -4.1% | +4.8% | -8.9% | -5.0% |
| 30D | +2.3% | +2.0% | +0.3% | +1.9% |
| 3M | -8.2% | -34.2% | +26.1% | -0.3% |
| 6M | -35.1% | -34.7% | -0.4% | -29.6% |
| YTD | -54.0% | -37.0% | -17.0% | -50.0% |
| 1Y | -65.3% | -40.4% | -24.9% | -61.7% |
| All | -62.8% | -53.8% | -9.0% | -57.7% |
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