-57.7%
CSGP vs ALLE
+96.3%
-154.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.3% | +3.4% |
| 7D | +18.3% | +6.7% | +11.6% | +15.6% |
| 30D | +17.8% | +25.4% | -7.6% | +8.5% |
| 3M | +9.3% | +16.9% | -7.7% | +2.9% |
| 6M | -7.9% | +46.6% | -54.5% | -19.7% |
| YTD | -51.5% | +22.4% | -74.0% | -55.3% |
| 1Y | -53.3% | +17.7% | -71.0% | -56.2% |
| All | -57.7% | +96.3% | -154.0% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling