-60.3%
CSGP vs AU
+450.2%
-510.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.0% | -9.7% | -4.7% |
| 7D | +1.3% | +16.5% | -15.3% | +1.2% |
| 30D | +10.7% | +3.3% | +7.4% | +10.6% |
| 3M | +3.3% | +6.8% | -3.6% | +3.2% |
| 6M | -10.3% | -3.9% | -6.4% | -10.3% |
| YTD | -54.6% | +12.9% | -67.5% | -55.1% |
| 1Y | -54.6% | +43.5% | -98.1% | -55.9% |
| 3Y | -60.3% | +445.5% | -505.9% | -68.5% |
| All | -60.3% | +450.2% | -510.5% | -68.5% |
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