-61.7%
CSGP vs AUR
+137.7%
-199.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.9% | -0.2% |
| 7D | -6.1% | +7.9% | -14.0% | -6.7% |
| 30D | +0.3% | -18.5% | +18.9% | +1.7% |
| 3M | -1.3% | -36.7% | +35.4% | +1.8% |
| 6M | -8.9% | -39.8% | +30.8% | -6.3% |
| YTD | -55.2% | +13.3% | -68.5% | -56.9% |
| 1Y | -56.4% | +2.8% | -59.2% | -57.7% |
| All | -61.7% | +137.7% | -199.4% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling