+44.1%
CSGP vs ALLE
+144.1%
-100.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.9% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | +2.3% | -6.8% | +9.1% | +5.9% |
| 3M | -8.2% | +21.0% | -29.2% | -17.2% |
| 6M | -35.1% | +1.1% | -36.2% | -36.3% |
| YTD | -54.0% | -0.5% | -53.5% | -54.8% |
| 1Y | -65.3% | -7.3% | -58.1% | -64.7% |
| 3Y | -62.6% | +42.3% | -104.8% | -70.3% |
| 5Y | -64.8% | +13.5% | -78.3% | -69.2% |
| All | +44.1% | +144.1% | -100.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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