-62.8%
CSGP vs AUR
-53.5%
-9.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.2% | +1.7% |
| 7D | -1.8% | +9.9% | -11.8% | -2.9% |
| 30D | +5.3% | -20.2% | +25.5% | +7.4% |
| 3M | +3.3% | -34.1% | +37.4% | +7.2% |
| 6M | -4.7% | -34.3% | +29.7% | -1.9% |
| YTD | -53.5% | +21.1% | -74.6% | -55.9% |
| 1Y | -53.7% | +7.6% | -61.4% | -55.5% |
| 3Y | -59.7% | +159.8% | -219.5% | -69.0% |
| 5Y | -62.5% | -53.9% | -8.6% | -67.9% |
| All | -62.8% | -53.5% | -9.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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