-63.2%
CSGP vs AUR
-36.6%
-26.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.1% | +8.7% | -12.8% | -5.0% |
| 30D | +2.3% | -5.2% | +7.5% | +2.7% |
| 3M | -8.2% | -7.3% | -0.9% | -8.1% |
| 6M | -35.1% | +41.2% | -76.3% | -38.6% |
| YTD | -54.0% | +65.1% | -119.1% | -57.5% |
| 1Y | -65.3% | +13.4% | -78.7% | -66.7% |
| 3Y | -62.6% | +98.1% | -160.7% | -69.9% |
| 5Y | -64.8% | -36.0% | -28.8% | -70.5% |
| All | -63.2% | -36.6% | -26.6% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling