-62.6%
CSGP vs ALHC
-61.5%
-1.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.4% |
| 7D | +1.3% | +1.0% | +0.3% | +1.1% |
| 30D | +10.7% | -14.2% | +24.8% | +11.8% |
| 3M | +3.3% | -45.1% | +48.4% | +8.0% |
| 6M | -10.3% | -59.5% | +49.2% | -4.7% |
| YTD | -54.6% | -62.8% | +8.3% | -51.7% |
| 1Y | -54.6% | -55.5% | +0.8% | -52.7% |
| 3Y | -60.3% | +25.7% | -86.0% | -65.6% |
| 5Y | -63.3% | -66.8% | +3.5% | -65.2% |
| All | -62.6% | -61.5% | -1.1% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling