+67.3%
CSGP vs AU
+743.0%
-675.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.6% | +2.0% |
| 7D | -1.8% | +20.8% | -22.6% | -2.5% |
| 30D | +5.3% | +5.5% | -0.2% | +5.0% |
| 3M | +3.3% | +3.9% | -0.6% | +3.0% |
| 6M | -4.7% | -5.4% | +0.8% | -4.7% |
| YTD | -53.5% | +20.7% | -74.2% | -54.3% |
| 1Y | -53.7% | +49.8% | -103.5% | -55.0% |
| 3Y | -59.7% | +565.6% | -625.4% | -64.5% |
| 5Y | -62.5% | +500.4% | -562.9% | -67.3% |
| 10Y | +67.3% | +795.4% | -728.1% | +53.3% |
| All | +67.3% | +743.0% | -675.7% | +53.3% |
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