-61.5%
CSGP vs APTV
-77.3%
+15.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +3.9% | 0.0% |
| 7D | +13.9% | -8.1% | +22.0% | +16.6% |
| 30D | +16.0% | -8.7% | +24.7% | +18.9% |
| 3M | +6.1% | -13.1% | +19.2% | +10.2% |
| 6M | -8.2% | -25.5% | +17.3% | -2.7% |
| YTD | -52.3% | -46.3% | -6.0% | -44.5% |
| 1Y | -54.5% | -51.1% | -3.4% | -45.3% |
| 3Y | -58.6% | -47.3% | -11.3% | -53.4% |
| 5Y | -61.5% | -76.7% | +15.2% | -43.5% |
| All | -61.5% | -77.3% | +15.8% | -43.5% |
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