-65.3%
CSGP vs AS
-21.9%
-43.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -3.1% |
| 7D | -4.1% | -4.9% | +0.8% | -3.1% |
| 30D | +2.3% | -19.6% | +21.9% | +6.6% |
| 3M | -8.2% | -14.4% | +6.2% | -5.4% |
| 6M | -35.1% | -20.1% | -14.9% | -32.0% |
| YTD | -54.0% | -20.9% | -33.1% | -51.4% |
| 1Y | -65.3% | -21.9% | -43.5% | -63.3% |
| All | -65.3% | -21.9% | -43.4% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling