-64.8%
CSGP vs ALC
-16.0%
-48.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.3% |
| 7D | -4.1% | -2.1% | -2.0% | -3.0% |
| 30D | +2.3% | -0.1% | +2.4% | +2.4% |
| 3M | -8.2% | +5.9% | -14.1% | -10.6% |
| 6M | -35.1% | -15.9% | -19.1% | -29.6% |
| YTD | -54.0% | -10.1% | -43.9% | -51.9% |
| 1Y | -65.3% | -10.2% | -55.1% | -63.7% |
| 3Y | -62.6% | -13.6% | -49.0% | -61.3% |
| All | -64.8% | -16.0% | -48.8% | -63.7% |
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