-35.0%
CSGP vs ALC
+24.0%
-59.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.4% |
| 7D | -4.1% | -2.1% | -2.0% | -3.1% |
| 30D | +2.3% | -0.1% | +2.4% | +2.4% |
| 3M | -8.2% | +5.9% | -14.1% | -10.5% |
| 6M | -35.1% | -15.9% | -19.1% | -30.0% |
| YTD | -54.0% | -10.1% | -43.9% | -52.0% |
| 1Y | -65.3% | -10.2% | -55.1% | -63.8% |
| 3Y | -62.6% | -13.6% | -49.0% | -61.2% |
| 5Y | -64.8% | -15.1% | -49.7% | -63.8% |
| All | -35.0% | +24.0% | -59.0% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling