-64.8%
CSGP vs ALB
-44.4%
-20.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -1.7% |
| 7D | -4.1% | -8.1% | +4.0% | -2.7% |
| 30D | +2.3% | +6.3% | -3.9% | +1.1% |
| 3M | -8.2% | -23.6% | +15.4% | -4.3% |
| 6M | -35.1% | -24.6% | -10.5% | -33.0% |
| YTD | -54.0% | -10.3% | -43.8% | -54.8% |
| 1Y | -65.3% | +61.5% | -126.8% | -70.5% |
| 3Y | -62.6% | -34.0% | -28.6% | -62.3% |
| All | -64.8% | -44.4% | -20.4% | -66.2% |
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 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