-58.4%
CSGP vs APTV
-47.7%
-10.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +3.9% | -0.4% |
| 7D | +13.9% | -8.1% | +22.0% | +15.9% |
| 30D | +16.0% | -8.7% | +24.7% | +18.2% |
| 3M | +6.1% | -13.1% | +19.2% | +9.1% |
| 6M | -8.2% | -25.5% | +17.3% | -4.6% |
| YTD | -52.3% | -46.3% | -6.0% | -46.5% |
| 1Y | -54.5% | -51.1% | -3.4% | -47.5% |
| All | -58.4% | -47.7% | -10.7% | -56.4% |
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