+3,446.1%
CSGP vs ALB
+1,277.2%
+2,169.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.3% | +2.5% |
| 7D | +18.3% | -2.1% | +20.4% | +18.9% |
| 30D | +17.8% | -9.0% | +26.8% | +20.6% |
| 3M | +9.3% | -21.1% | +30.4% | +15.7% |
| 6M | -7.9% | -49.9% | +42.0% | +9.5% |
| YTD | -51.5% | -32.3% | -19.3% | -48.8% |
| 1Y | -53.3% | +8.6% | -61.9% | -57.5% |
| 3Y | -57.9% | -22.2% | -35.7% | -61.9% |
| 5Y | -61.3% | -63.0% | +1.7% | -57.9% |
| 10Y | +77.5% | +29.9% | +47.6% | +8.8% |
| All | +3,446.1% | +1,277.2% | +2,169.0% | +616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling