+419.5%
CSGP vs APTV
+165.8%
+253.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +2.6% |
| 7D | +18.3% | -1.9% | +20.2% | +18.9% |
| 30D | +17.8% | -1.4% | +19.2% | +18.2% |
| 3M | +9.3% | -9.3% | +18.6% | +12.3% |
| 6M | -7.9% | -27.3% | +19.4% | -0.8% |
| YTD | -51.5% | -43.1% | -8.4% | -44.0% |
| 1Y | -53.3% | -46.5% | -6.8% | -45.1% |
| 3Y | -57.9% | -44.2% | -13.7% | -52.8% |
| 5Y | -61.3% | -75.6% | +14.3% | -45.0% |
| 10Y | +77.5% | -19.9% | +97.4% | +45.7% |
| All | +419.5% | +165.8% | +253.8% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling