-61.5%
CSGP vs ALHC
-62.4%
+0.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.5% | -1.0% |
| 7D | +13.9% | -6.2% | +20.1% | +14.3% |
| 30D | +16.0% | -9.7% | +25.7% | +16.7% |
| 3M | +6.1% | -44.7% | +50.8% | +10.9% |
| 6M | -8.2% | -58.7% | +50.5% | -2.5% |
| YTD | -52.3% | -61.7% | +9.4% | -49.4% |
| 1Y | -54.5% | -55.7% | +1.2% | -52.5% |
| 3Y | -58.6% | +25.6% | -84.2% | -64.4% |
| 5Y | -61.5% | -65.8% | +4.3% | -64.2% |
| All | -61.5% | -62.4% | +0.9% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling