-61.5%
CSGP vs ALB
-61.8%
+0.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.2% |
| 7D | +13.9% | +5.5% | +8.4% | +12.8% |
| 30D | +16.0% | -7.5% | +23.5% | +17.3% |
| 3M | +6.1% | -16.9% | +23.0% | +8.9% |
| 6M | -8.2% | -49.2% | +41.0% | +2.3% |
| YTD | -52.3% | -29.9% | -22.5% | -51.2% |
| 1Y | -54.5% | +8.2% | -62.7% | -57.9% |
| 3Y | -58.6% | -19.4% | -39.2% | -62.0% |
| 5Y | -61.5% | -61.6% | +0.1% | -60.4% |
| All | -61.5% | -61.8% | +0.3% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling