-65.5%
CSGP vs AUR
+13.0%
-78.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.9% |
| 7D | -5.1% | +19.2% | -24.4% | -5.7% |
| 30D | +0.3% | -7.8% | +8.1% | +0.6% |
| 3M | -9.1% | +4.0% | -13.1% | -9.7% |
| 6M | -37.3% | +45.0% | -82.3% | -41.0% |
| YTD | -54.9% | +69.5% | -124.4% | -58.3% |
| 1Y | -65.5% | +13.0% | -78.6% | -67.0% |
| All | -65.5% | +13.0% | -78.6% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling