+43.0%
CSGP vs AU
+648.9%
-605.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.3% |
| 7D | -4.1% | -3.6% | -0.4% | -3.9% |
| 30D | +2.3% | +23.9% | -21.6% | +1.4% |
| 3M | -8.2% | +19.1% | -27.3% | -8.9% |
| 6M | -35.1% | -0.2% | -34.9% | -35.3% |
| YTD | -54.0% | +32.5% | -86.5% | -55.0% |
| 1Y | -65.3% | +96.9% | -162.3% | -66.9% |
| 3Y | -62.6% | +614.7% | -677.3% | -67.4% |
| 5Y | -64.8% | +647.7% | -712.5% | -69.8% |
| All | +43.0% | +648.9% | -605.8% | +37.4% |
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