-58.4%
CSGP vs CAG
-32.9%
-25.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -2.5% |
| 7D | +13.9% | +11.4% | +2.5% | +10.0% |
| 30D | +16.0% | +16.7% | -0.7% | +11.0% |
| 3M | +6.1% | +4.5% | +1.6% | +4.3% |
| 6M | -8.2% | +13.3% | -21.5% | -11.3% |
| YTD | -52.3% | -4.2% | -48.2% | -53.2% |
| 1Y | -54.5% | -2.9% | -51.6% | -55.5% |
| All | -58.4% | -32.9% | -25.5% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling