-65.3%
CSGP vs ALHC
-16.6%
-48.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -0.6% | -3.5% | -4.1% |
| 30D | +2.3% | -1.0% | +3.3% | +2.3% |
| 3M | -8.2% | -10.2% | +2.0% | -8.3% |
| 6M | -35.1% | -28.3% | -6.8% | -35.5% |
| YTD | -54.0% | -31.4% | -22.6% | -54.9% |
| 1Y | -65.3% | -16.9% | -48.4% | -66.6% |
| All | -65.3% | -16.6% | -48.7% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling