-62.8%
CSGP vs AU
+625.0%
-687.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.4% |
| 7D | -4.1% | -3.6% | -0.4% | -4.0% |
| 30D | +2.3% | +23.9% | -21.6% | +1.9% |
| 3M | -8.2% | +19.1% | -27.3% | -8.4% |
| 6M | -35.1% | -0.2% | -34.9% | -35.0% |
| YTD | -54.0% | +32.5% | -86.5% | -54.7% |
| 1Y | -65.3% | +96.9% | -162.3% | -66.9% |
| All | -62.8% | +625.0% | -687.8% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling