+67.3%
CSGP vs ALB
+38.2%
+29.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -1.8% | +9.5% | -11.3% | -3.5% |
| 30D | +5.3% | -2.1% | +7.4% | +5.5% |
| 3M | +3.3% | -24.1% | +27.5% | +8.2% |
| 6M | -4.7% | -51.0% | +46.3% | +7.7% |
| YTD | -53.5% | -29.3% | -24.2% | -52.3% |
| 1Y | -53.7% | +3.2% | -56.9% | -56.4% |
| 3Y | -59.7% | -9.3% | -50.4% | -63.8% |
| 5Y | -62.5% | -61.6% | -0.9% | -60.2% |
| 10Y | +67.3% | +40.8% | +26.5% | +24.7% |
| All | +67.3% | +38.2% | +29.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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