-58.4%
CSGP vs ALHC
+25.6%
-84.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.5% | -1.5% |
| 7D | +13.9% | -6.2% | +20.1% | +14.0% |
| 30D | +16.0% | -9.7% | +25.7% | +16.2% |
| 3M | +6.1% | -44.7% | +50.8% | +7.4% |
| 6M | -8.2% | -58.7% | +50.5% | -6.7% |
| YTD | -52.3% | -61.7% | +9.4% | -51.6% |
| 1Y | -54.5% | -55.7% | +1.2% | -54.1% |
| All | -58.4% | +25.6% | -84.0% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling