-54.5%
CSGP vs ALK
-4.4%
-50.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.5% |
| 7D | +13.9% | +7.1% | +6.8% | +13.5% |
| 30D | +16.0% | -3.0% | +19.0% | +15.4% |
| 3M | +6.1% | -25.6% | +31.7% | +5.1% |
| 6M | -8.2% | +0.5% | -8.7% | -8.3% |
| YTD | -52.3% | -23.1% | -29.3% | -52.8% |
| 1Y | -54.5% | -7.5% | -47.0% | -57.3% |
| All | -54.5% | -4.4% | -50.1% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling