-64.8%
CSGP vs ALK
-25.3%
-39.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.7% |
| 3M | -8.2% | -1.5% | -6.6% | -8.7% |
| 6M | -35.1% | -13.1% | -22.0% | -34.3% |
| YTD | -54.0% | -16.4% | -37.6% | -53.5% |
| 1Y | -65.3% | -33.1% | -32.2% | -62.9% |
| 3Y | -62.6% | +0.6% | -63.2% | -67.1% |
| All | -64.8% | -25.3% | -39.5% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling