-63.5%
CSGP vs AU
+416.9%
-480.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -7.1% | +4.7% | -11.7% | -7.3% |
| 30D | +3.6% | -1.5% | +5.2% | +3.6% |
| 3M | -2.7% | -5.0% | +2.3% | -2.7% |
| 6M | -8.0% | -13.5% | +5.5% | -7.7% |
| YTD | -55.0% | +11.7% | -66.7% | -55.9% |
| 1Y | -55.8% | +21.3% | -77.1% | -56.9% |
| 3Y | -62.0% | +545.0% | -607.0% | -69.6% |
| All | -63.5% | +416.9% | -480.4% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling