-60.7%
CSGP vs CAI
-5.3%
-55.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.2% |
| 7D | -1.8% | -20.3% | +18.5% | -0.3% |
| 30D | +5.3% | -13.9% | +19.2% | +5.6% |
| 3M | +3.3% | +12.4% | -9.1% | -0.1% |
| 6M | -4.7% | +58.3% | -63.0% | -12.0% |
| YTD | -53.5% | -5.2% | -48.3% | -55.2% |
| 1Y | -53.7% | -0.2% | -53.6% | -55.7% |
| All | -60.7% | -5.3% | -55.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling