-61.1%
CSGP vs CAI
-14.7%
-46.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.7% | +3.2% |
| 7D | +1.3% | -8.7% | +10.0% | +2.1% |
| 30D | +2.8% | -23.8% | +26.7% | +4.1% |
| 3M | -6.3% | +3.9% | -10.2% | -9.0% |
| 6M | -3.2% | +56.8% | -60.0% | -10.9% |
| YTD | -54.0% | -14.6% | -39.4% | -55.3% |
| 1Y | -54.8% | -5.2% | -49.6% | -56.5% |
| All | -61.1% | -14.7% | -46.4% | -61.8% |
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