+55.6%
CSGP vs AU
+832.2%
-776.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | -0.4% |
| 7D | -6.1% | -1.1% | -5.0% | -6.1% |
| 30D | +0.3% | -4.4% | +4.8% | +0.4% |
| 3M | -1.3% | -10.0% | +8.7% | -1.1% |
| 6M | -8.9% | -14.5% | +5.6% | -8.7% |
| YTD | -55.2% | +6.4% | -61.6% | -55.8% |
| 1Y | -56.4% | +7.7% | -64.1% | -57.0% |
| 3Y | -62.2% | +514.1% | -576.3% | -66.6% |
| 5Y | -63.7% | +386.5% | -450.2% | -68.1% |
| All | +55.6% | +832.2% | -776.6% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling