+65.1%
CSGP vs AU
+750.1%
-684.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.6% | -2.7% |
| 7D | -3.2% | +15.3% | -18.4% | -3.6% |
| 30D | +2.2% | -0.3% | +2.6% | +2.2% |
| 3M | -3.7% | -2.9% | -0.8% | -3.7% |
| 6M | -7.4% | -10.7% | +3.2% | -7.3% |
| YTD | -54.9% | +14.0% | -68.9% | -55.5% |
| 1Y | -54.9% | +32.5% | -87.4% | -55.9% |
| 3Y | -61.9% | +557.9% | -619.8% | -66.4% |
| 5Y | -63.1% | +441.0% | -504.1% | -67.7% |
| 10Y | +65.1% | +816.9% | -751.8% | +51.1% |
| All | +65.1% | +750.1% | -684.9% | +51.1% |
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