-63.1%
CSGP vs APTV
-77.5%
+14.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | +1.3% | -1.7% | +3.1% | +1.9% |
| 30D | +2.8% | -11.6% | +14.4% | +6.5% |
| 3M | -6.3% | -21.2% | +14.9% | +0.1% |
| 6M | -3.2% | -28.5% | +25.4% | +4.0% |
| YTD | -54.0% | -49.1% | -4.9% | -45.5% |
| 1Y | -54.8% | -52.2% | -2.6% | -45.4% |
| 3Y | -60.6% | -48.6% | -11.9% | -55.3% |
| All | -63.1% | -77.5% | +14.4% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling