-62.8%
CSGP vs ALB
-34.0%
-28.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -2.0% |
| 7D | -4.1% | -8.1% | +4.0% | -3.2% |
| 30D | +2.3% | +6.3% | -3.9% | +1.6% |
| 3M | -8.2% | -23.6% | +15.4% | -5.7% |
| 6M | -35.1% | -24.6% | -10.5% | -33.7% |
| YTD | -54.0% | -10.3% | -43.8% | -54.7% |
| 1Y | -65.3% | +61.5% | -126.8% | -69.3% |
| All | -62.8% | -34.0% | -28.8% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling