-54.6%
CSGP vs ALB
+6.8%
-61.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.6% |
| 7D | +1.3% | +9.1% | -7.8% | +1.8% |
| 30D | +10.7% | -3.4% | +14.1% | +10.6% |
| 3M | +3.3% | -20.6% | +23.9% | +2.3% |
| 6M | -10.3% | -48.2% | +37.8% | -11.6% |
| YTD | -54.6% | -29.2% | -25.3% | -55.9% |
| 1Y | -54.6% | +10.0% | -64.6% | -57.8% |
| All | -54.6% | +6.8% | -61.4% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling