-61.3%
CSGP vs ALK
-28.8%
-32.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.8% | -4.7% | +2.2% |
| 7D | +18.3% | +12.4% | +5.9% | +15.4% |
| 30D | +17.8% | +2.1% | +15.7% | +17.1% |
| 3M | +9.3% | -23.9% | +33.1% | +15.1% |
| 6M | -7.9% | +8.2% | -16.1% | -11.2% |
| YTD | -51.5% | -20.5% | -31.1% | -50.6% |
| 1Y | -53.3% | -1.0% | -52.3% | -55.4% |
| 3Y | -57.9% | +19.2% | -77.1% | -66.1% |
| 5Y | -61.3% | -28.2% | -33.1% | -61.7% |
| All | -61.3% | -28.8% | -32.5% | -61.7% |
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