-59.7%
CSGP vs CAI
-3.6%
-56.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -21.6% | +20.0% | 0.0% |
| 7D | +13.9% | -28.0% | +41.9% | +16.5% |
| 30D | +16.0% | -5.2% | +21.2% | +15.1% |
| 3M | +6.1% | +58.2% | -52.1% | -1.4% |
| 6M | -8.2% | +37.4% | -45.5% | -13.5% |
| YTD | -52.3% | -3.5% | -48.8% | -54.2% |
| 1Y | -54.5% | -10.9% | -43.6% | -56.1% |
| All | -59.7% | -3.6% | -56.1% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling