-63.1%
CSGP vs AUR
-57.9%
-5.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +3.2% |
| 7D | +1.3% | -4.5% | +5.9% | +1.8% |
| 30D | +2.8% | -16.6% | +19.5% | +4.3% |
| 3M | -6.3% | -38.5% | +32.1% | -2.2% |
| 6M | -3.2% | -49.9% | +46.7% | +2.8% |
| YTD | -54.0% | +9.6% | -63.6% | -55.8% |
| 1Y | -54.8% | +1.2% | -56.0% | -56.3% |
| 3Y | -60.6% | +128.8% | -189.4% | -69.2% |
| All | -63.1% | -57.9% | -5.2% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling