-63.1%
CSGP vs CAG
-41.0%
-22.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.6% | +2.5% |
| 7D | +1.3% | -3.3% | +4.7% | +2.3% |
| 30D | +2.8% | +7.7% | -4.8% | +1.1% |
| 3M | -6.3% | -3.2% | -3.1% | -5.7% |
| 6M | -3.2% | +7.0% | -10.1% | -4.6% |
| YTD | -54.0% | -9.0% | -45.0% | -53.7% |
| 1Y | -54.8% | -9.6% | -45.2% | -54.6% |
| 3Y | -60.6% | -36.0% | -24.6% | -58.1% |
| All | -63.1% | -41.0% | -22.1% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling