+101.4%
CSGP vs AR
-30.9%
+132.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.3% | +10.3% | +4.5% |
| 7D | +18.3% | -11.1% | +29.4% | +19.3% |
| 30D | +17.8% | +7.9% | +9.9% | +17.0% |
| 3M | +9.3% | +4.9% | +4.4% | +8.7% |
| 6M | -7.9% | -5.3% | -2.6% | -7.7% |
| YTD | -51.5% | +8.6% | -60.2% | -52.1% |
| 1Y | -53.3% | +13.7% | -67.0% | -54.0% |
| 3Y | -57.9% | +22.8% | -80.7% | -59.1% |
| 5Y | -61.3% | +82.0% | -143.3% | -63.9% |
| 10Y | +77.5% | +51.8% | +25.7% | +61.7% |
| All | +101.4% | -30.9% | +132.3% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling