-64.8%
CSGP vs AR
+143.7%
-208.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -4.1% | +2.5% | -6.6% | -4.3% |
| 30D | +2.3% | +14.8% | -12.5% | +0.7% |
| 3M | -8.2% | +6.2% | -14.4% | -8.9% |
| 6M | -35.1% | +4.3% | -39.3% | -35.6% |
| YTD | -54.0% | +14.4% | -68.4% | -55.0% |
| 1Y | -65.3% | +21.3% | -86.6% | -66.3% |
| 3Y | -62.6% | +39.8% | -102.4% | -64.7% |
| All | -64.8% | +143.7% | -208.5% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling