-61.5%
CSGP vs ALC
-8.7%
-52.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +13.9% | +7.6% | +6.3% | +9.7% |
| 30D | +16.0% | +21.1% | -5.1% | +5.3% |
| 3M | +6.1% | +8.5% | -2.4% | +1.8% |
| 6M | -8.2% | +2.8% | -11.0% | -10.0% |
| YTD | -52.3% | -2.4% | -49.9% | -52.2% |
| 1Y | -54.5% | +3.5% | -58.0% | -55.7% |
| 3Y | -58.6% | +4.2% | -62.8% | -61.4% |
| 5Y | -61.5% | -9.0% | -52.5% | -60.7% |
| All | -61.5% | -8.7% | -52.8% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling