-65.3%
CSGP vs CAG
-13.1%
-52.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -4.1% | -3.8% | -0.3% | -2.8% |
| 30D | +2.3% | +3.1% | -0.8% | +1.3% |
| 3M | -8.2% | +23.5% | -31.6% | -12.3% |
| 6M | -35.1% | -14.8% | -20.2% | -36.0% |
| YTD | -54.0% | -5.4% | -48.6% | -56.1% |
| 1Y | -65.3% | -11.8% | -53.5% | -66.6% |
| All | -65.3% | -13.1% | -52.2% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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