-62.8%
CSGP vs AR
+40.7%
-103.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -4.1% | +2.5% | -6.6% | -4.4% |
| 30D | +2.3% | +14.8% | -12.5% | +0.1% |
| 3M | -8.2% | +6.2% | -14.4% | -9.2% |
| 6M | -35.1% | +4.3% | -39.3% | -35.8% |
| YTD | -54.0% | +14.4% | -68.4% | -55.3% |
| 1Y | -65.3% | +21.3% | -86.6% | -66.8% |
| All | -62.8% | +40.7% | -103.5% | -66.9% |
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