-58.4%
CSGP vs ALC
+4.5%
-62.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +13.9% | +7.6% | +6.3% | +10.2% |
| 30D | +16.0% | +21.1% | -5.1% | +6.6% |
| 3M | +6.1% | +8.5% | -2.4% | +2.3% |
| 6M | -8.2% | +2.8% | -11.0% | -10.0% |
| YTD | -52.3% | -2.4% | -49.9% | -52.4% |
| 1Y | -54.5% | +3.5% | -58.0% | -55.6% |
| All | -58.4% | +4.5% | -62.9% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling