-62.8%
CSGP vs ALLY
+63.1%
-125.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -4.1% | +3.7% | -7.7% | -5.1% |
| 30D | +2.3% | -2.3% | +4.6% | +3.0% |
| 3M | -8.2% | +3.8% | -12.0% | -9.4% |
| 6M | -35.1% | +9.7% | -44.8% | -37.3% |
| YTD | -54.0% | -1.4% | -52.6% | -54.1% |
| 1Y | -65.3% | +8.2% | -73.5% | -66.5% |
| All | -62.8% | +63.1% | -125.9% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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