-61.6%
CSGP vs CAI
-6.6%
-55.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.1% | -1.6% | -4.4% |
| 7D | +1.3% | -26.5% | +27.8% | +3.4% |
| 30D | +10.7% | -6.9% | +17.6% | +10.0% |
| 3M | +3.3% | +26.1% | -22.9% | -1.5% |
| 6M | -10.3% | +31.9% | -42.2% | -15.2% |
| YTD | -54.6% | -6.5% | -48.1% | -56.2% |
| 1Y | -54.6% | +2.5% | -57.2% | -56.6% |
| All | -61.6% | -6.6% | -55.1% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling