-34.3%
CSGP vs ALC
+32.2%
-66.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | -1.8% | +2.1% | -3.9% | -2.8% |
| 30D | +5.3% | +17.2% | -11.9% | -2.3% |
| 3M | +3.3% | +4.6% | -1.3% | +1.2% |
| 6M | -4.7% | +20.1% | -24.8% | -12.5% |
| YTD | -53.5% | -4.2% | -49.3% | -52.9% |
| 1Y | -53.7% | +2.1% | -55.8% | -54.5% |
| 3Y | -59.7% | +4.5% | -64.2% | -61.9% |
| 5Y | -62.5% | -12.3% | -50.1% | -61.9% |
| All | -34.3% | +32.2% | -66.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling