+3,388.4%
CSGP vs CAG
+89.9%
+3,298.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -2.3% |
| 7D | +13.9% | +11.4% | +2.5% | +11.0% |
| 30D | +16.0% | +16.7% | -0.7% | +12.1% |
| 3M | +6.1% | +4.5% | +1.6% | +5.1% |
| 6M | -8.2% | +13.3% | -21.5% | -10.6% |
| YTD | -52.3% | -4.2% | -48.2% | -52.2% |
| 1Y | -54.5% | -2.9% | -51.6% | -54.5% |
| 3Y | -58.6% | -33.2% | -25.4% | -55.4% |
| 5Y | -61.5% | -38.4% | -23.1% | -58.2% |
| 10Y | +74.7% | -36.4% | +111.0% | +80.7% |
| All | +3,388.4% | +89.9% | +3,298.5% | +2,459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling