-64.0%
CSGP vs AUR
-54.0%
-10.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -7.1% | +12.7% | -19.8% | -8.3% |
| 30D | +3.6% | -18.7% | +22.4% | +5.5% |
| 3M | -2.7% | -33.8% | +31.1% | +0.9% |
| 6M | -8.0% | -36.6% | +28.6% | -5.0% |
| YTD | -55.0% | +19.8% | -74.8% | -57.2% |
| 1Y | -55.8% | +8.0% | -63.7% | -57.5% |
| 3Y | -62.0% | +153.4% | -215.4% | -70.6% |
| 5Y | -62.9% | -54.0% | -8.9% | -68.3% |
| All | -64.0% | -54.0% | -10.0% | -69.0% |
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