+65.2%
CSGP vs CAG
-38.1%
+103.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -2.9% | -4.3% |
| 7D | +1.3% | +5.8% | -4.6% | 0.0% |
| 30D | +10.7% | +16.4% | -5.7% | +7.5% |
| 3M | +3.3% | +3.8% | -0.5% | +2.5% |
| 6M | -10.3% | +10.8% | -21.2% | -12.0% |
| YTD | -54.6% | -5.8% | -48.7% | -54.4% |
| 1Y | -54.6% | -2.4% | -52.3% | -54.8% |
| 3Y | -60.3% | -33.4% | -26.9% | -58.1% |
| 5Y | -63.3% | -39.4% | -23.9% | -60.8% |
| All | +65.2% | -38.1% | +103.3% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling