-54.6%
CSGP vs CAG
-4.1%
-50.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -2.9% | -3.9% |
| 7D | +1.3% | +5.8% | -4.6% | -1.4% |
| 30D | +10.7% | +16.4% | -5.7% | +4.6% |
| 3M | +3.3% | +3.8% | -0.5% | +1.1% |
| 6M | -10.3% | +10.8% | -21.2% | -14.0% |
| YTD | -54.6% | -5.8% | -48.7% | -57.5% |
| 1Y | -54.6% | -2.4% | -52.3% | -58.5% |
| All | -54.6% | -4.1% | -50.5% | -58.5% |
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