-61.5%
CSGP vs ALLY
-7.4%
-54.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | +13.9% | -1.1% | +15.0% | +14.2% |
| 30D | +16.0% | +4.2% | +11.8% | +14.5% |
| 3M | +6.1% | -12.4% | +18.5% | +10.6% |
| 6M | -8.2% | -8.7% | +0.5% | -6.0% |
| YTD | -52.3% | -11.6% | -40.7% | -50.8% |
| 1Y | -54.5% | +0.2% | -54.7% | -55.0% |
| 3Y | -58.6% | +57.1% | -115.7% | -65.7% |
| 5Y | -61.5% | -6.8% | -54.7% | -60.7% |
| All | -61.5% | -7.4% | -54.1% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling