-61.9%
CSGP vs CAI
-9.5%
-52.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.5% | -2.6% |
| 7D | -3.2% | -25.6% | +22.5% | -1.1% |
| 30D | +2.2% | -17.7% | +20.0% | +2.9% |
| 3M | -3.7% | +4.4% | -8.1% | -6.2% |
| 6M | -7.4% | +51.3% | -58.7% | -14.2% |
| YTD | -54.9% | -9.5% | -45.4% | -56.4% |
| 1Y | -54.9% | -1.5% | -53.4% | -56.7% |
| All | -61.9% | -9.5% | -52.4% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling