+65.1%
CSGP vs CAG
-38.9%
+104.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.8% |
| 7D | -3.2% | +6.6% | -9.8% | -4.5% |
| 30D | +2.2% | +13.9% | -11.7% | -0.3% |
| 3M | -3.7% | +4.0% | -7.7% | -4.4% |
| 6M | -7.4% | +10.0% | -17.4% | -9.1% |
| YTD | -54.9% | -6.1% | -48.8% | -54.7% |
| 1Y | -54.9% | -4.3% | -50.6% | -54.9% |
| 3Y | -61.9% | -34.6% | -27.4% | -59.6% |
| 5Y | -63.1% | -39.4% | -23.7% | -60.6% |
| 10Y | +65.1% | -34.2% | +99.3% | +52.6% |
| All | +65.1% | -38.9% | +104.0% | +52.6% |
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 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