+62.6%
CSGP vs AR
+58.9%
+3.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -7.1% | +2.1% | -9.2% | -7.2% |
| 30D | +3.6% | +4.5% | -0.9% | +3.2% |
| 3M | -2.7% | +1.0% | -3.7% | -2.9% |
| 6M | -8.0% | +4.4% | -12.5% | -8.5% |
| YTD | -55.0% | +10.9% | -65.9% | -55.5% |
| 1Y | -55.8% | +8.6% | -64.3% | -56.2% |
| 3Y | -62.0% | +48.5% | -110.5% | -63.3% |
| 5Y | -62.9% | +95.7% | -158.7% | -65.1% |
| 10Y | +62.6% | +55.5% | +7.2% | +41.3% |
| All | +62.6% | +58.9% | +3.7% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling