+44.1%
CSGP vs ALK
-34.2%
+78.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.7% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +2.3% | -19.2% | +21.5% | +6.5% |
| 3M | -8.2% | -1.5% | -6.6% | -8.7% |
| 6M | -35.1% | -13.1% | -22.0% | -34.4% |
| YTD | -54.0% | -16.4% | -37.6% | -53.6% |
| 1Y | -65.3% | -33.1% | -32.2% | -63.4% |
| 3Y | -62.6% | +0.6% | -63.2% | -65.5% |
| 5Y | -64.8% | -26.4% | -38.4% | -65.8% |
| All | +44.1% | -34.2% | +78.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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