+84.0%
CSGP vs ALLE
+344.1%
-260.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.3% | +3.1% |
| 7D | +18.3% | +6.7% | +11.6% | +14.4% |
| 30D | +17.8% | +25.4% | -7.6% | +4.6% |
| 3M | +9.3% | +16.9% | -7.7% | +0.5% |
| 6M | -7.9% | +46.6% | -54.5% | -25.4% |
| YTD | -51.5% | +22.4% | -74.0% | -57.4% |
| 1Y | -53.3% | +17.7% | -71.0% | -58.1% |
| 3Y | -57.9% | +96.3% | -154.2% | -72.2% |
| 5Y | -61.3% | +57.4% | -118.7% | -71.4% |
| 10Y | +77.5% | +241.0% | -163.5% | -20.6% |
| All | +84.0% | +344.1% | -260.1% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling