-57.7%
CSGP vs AR
+24.4%
-82.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.3% | +10.3% | +4.9% |
| 7D | +18.3% | -11.1% | +29.4% | +20.2% |
| 30D | +17.8% | +7.9% | +9.9% | +16.1% |
| 3M | +9.3% | +4.9% | +4.4% | +8.0% |
| 6M | -7.9% | -5.3% | -2.6% | -7.7% |
| YTD | -51.5% | +8.6% | -60.2% | -52.6% |
| 1Y | -53.3% | +13.7% | -67.0% | -54.8% |
| All | -57.7% | +24.4% | -82.1% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling