+73.3%
CSGP vs AR
+45.5%
+27.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.4% |
| 7D | +13.9% | -11.7% | +25.6% | +14.8% |
| 30D | +16.0% | +1.8% | +14.1% | +15.8% |
| 3M | +6.1% | +6.0% | +0.1% | +5.5% |
| 6M | -8.2% | -7.0% | -1.1% | -7.9% |
| YTD | -52.3% | +5.6% | -57.9% | -52.7% |
| 1Y | -54.5% | +10.8% | -65.3% | -55.0% |
| 3Y | -58.6% | +19.3% | -77.9% | -59.6% |
| 5Y | -61.5% | +73.3% | -134.8% | -63.5% |
| All | +73.3% | +45.5% | +27.8% | +51.8% |
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