+3,033.3%
CSGP vs AU
+661.9%
+2,371.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.0% | -9.7% | -4.9% |
| 7D | +1.3% | +16.5% | -15.3% | +0.5% |
| 30D | +10.7% | +3.3% | +7.4% | +10.4% |
| 3M | +3.3% | +6.8% | -3.6% | +2.7% |
| 6M | -10.3% | -3.9% | -6.4% | -10.6% |
| YTD | -54.6% | +12.9% | -67.5% | -55.3% |
| 1Y | -54.6% | +43.5% | -98.1% | -56.1% |
| 3Y | -60.3% | +445.5% | -505.9% | -64.9% |
| 5Y | -63.3% | +469.0% | -532.3% | -68.0% |
| 10Y | +66.5% | +698.3% | -631.8% | +38.8% |
| All | +3,033.3% | +661.9% | +2,371.5% | +2,589.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling