-62.8%
CSGP vs CAG
-36.5%
-26.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -4.1% | -3.8% | -0.3% | -3.2% |
| 30D | +2.3% | +3.1% | -0.8% | +1.6% |
| 3M | -8.2% | +23.5% | -31.6% | -11.9% |
| 6M | -35.1% | -14.8% | -20.2% | -34.1% |
| YTD | -54.0% | -5.4% | -48.6% | -54.4% |
| 1Y | -65.3% | -11.8% | -53.5% | -65.2% |
| All | -62.8% | -36.5% | -26.3% | -61.3% |
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 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