+62.6%
CSGP vs AU
+817.3%
-754.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -7.1% | +4.7% | -11.7% | -7.2% |
| 30D | +3.6% | -1.5% | +5.2% | +3.6% |
| 3M | -2.7% | -5.0% | +2.3% | -2.7% |
| 6M | -8.0% | -13.5% | +5.5% | -7.8% |
| YTD | -55.0% | +11.7% | -66.7% | -55.6% |
| 1Y | -55.8% | +21.3% | -77.1% | -56.6% |
| 3Y | -62.0% | +545.0% | -607.0% | -66.5% |
| 5Y | -62.9% | +412.0% | -474.9% | -67.5% |
| 10Y | +62.6% | +899.1% | -836.5% | +48.1% |
| All | +62.6% | +817.3% | -754.6% | +48.1% |
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