-7.9%
CSGP vs ALLE
+43.7%
-51.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.3% | +3.4% |
| 7D | +18.3% | +6.7% | +11.6% | +15.7% |
| 30D | +17.8% | +25.4% | -7.6% | +9.1% |
| 3M | +9.3% | +16.9% | -7.7% | +2.1% |
| 6M | -7.9% | +46.6% | -54.5% | -13.7% |
| All | -7.9% | +43.7% | -51.6% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling