-61.5%
CSGP vs AS
+139.2%
-200.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +3.1% |
| 7D | +18.3% | +13.8% | +4.5% | +15.6% |
| 30D | +17.8% | +16.7% | +1.1% | +14.6% |
| 3M | +9.3% | -11.5% | +20.8% | +11.3% |
| 6M | -7.9% | -5.5% | -2.4% | -7.5% |
| YTD | -51.5% | -14.2% | -37.4% | -50.6% |
| 1Y | -53.3% | +2.1% | -55.4% | -53.9% |
| All | -61.5% | +139.2% | -200.7% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling