+3,446.1%
CSGP vs ALK
+224.6%
+3,221.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.8% | -4.7% | +1.9% |
| 7D | +18.3% | +12.4% | +5.9% | +14.9% |
| 30D | +17.8% | +2.1% | +15.7% | +17.1% |
| 3M | +9.3% | -23.9% | +33.1% | +16.4% |
| 6M | -7.9% | +8.2% | -16.1% | -11.4% |
| YTD | -51.5% | -20.5% | -31.1% | -50.5% |
| 1Y | -53.3% | -1.0% | -52.3% | -55.1% |
| 3Y | -57.9% | +19.2% | -77.1% | -63.3% |
| 5Y | -61.3% | -28.2% | -33.1% | -62.0% |
| 10Y | +77.5% | -39.2% | +116.7% | +61.8% |
| All | +3,446.1% | +224.6% | +3,221.5% | +1,368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling