-53.3%
CSGP vs AU
+42.5%
-95.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.0% | -4.0% | +4.5% |
| 7D | +18.3% | +0.8% | +17.5% | +18.3% |
| 30D | +17.8% | -7.0% | +24.7% | +17.4% |
| 3M | +9.3% | +8.5% | +0.7% | +10.2% |
| 6M | -7.9% | -1.3% | -6.6% | -7.6% |
| YTD | -51.5% | +6.8% | -58.3% | -52.1% |
| 1Y | -53.3% | +44.6% | -97.9% | -54.8% |
| All | -53.3% | +42.5% | -95.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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