-53.5%
CSGP vs AUR
+2.9%
-56.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.2% | +2.2% |
| 7D | -1.8% | +9.9% | -11.8% | -1.8% |
| 30D | +5.3% | -20.2% | +25.5% | +6.0% |
| 3M | +3.3% | -34.1% | +37.4% | +4.5% |
| 6M | -4.7% | -34.3% | +29.7% | -4.1% |
| YTD | -53.5% | +21.1% | -74.6% | -56.7% |
| All | -53.5% | +2.9% | -56.4% | -56.1% |
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