-54.5%
CSGP vs ALLE
+14.6%
-69.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.0% |
| 7D | +13.9% | 0.0% | +13.9% | +13.9% |
| 30D | +16.0% | +20.6% | -4.6% | +11.9% |
| 3M | +6.1% | +11.4% | -5.3% | +2.7% |
| 6M | -8.2% | +42.5% | -50.7% | -10.7% |
| YTD | -52.3% | +18.9% | -71.2% | -54.9% |
| 1Y | -54.5% | +14.2% | -68.7% | -55.8% |
| All | -54.5% | +14.6% | -69.1% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling