+91.2%
CSGP vs ALLY
+104.2%
-13.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +2.9% |
| 7D | +18.3% | +2.4% | +15.9% | +17.4% |
| 30D | +17.8% | +5.6% | +12.2% | +15.9% |
| 3M | +9.3% | -11.7% | +21.0% | +13.3% |
| 6M | -7.9% | -7.0% | -0.9% | -6.3% |
| YTD | -51.5% | -10.4% | -41.1% | -50.3% |
| 1Y | -53.3% | +2.4% | -55.7% | -54.1% |
| 3Y | -57.9% | +59.2% | -117.1% | -64.6% |
| 5Y | -61.3% | -5.0% | -56.3% | -63.3% |
| 10Y | +77.5% | +204.5% | -126.9% | +3.9% |
| All | +91.2% | +104.2% | -13.1% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling