-53.3%
CSGP vs ALM
+44.8%
-98.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.9% | +4.1% |
| 7D | +18.3% | -6.4% | +24.7% | +17.8% |
| 30D | +17.8% | -35.0% | +52.8% | +14.7% |
| 3M | +9.3% | -33.8% | +43.1% | +6.7% |
| 6M | -7.9% | -55.0% | +47.1% | -10.9% |
| YTD | -51.5% | -0.2% | -51.3% | -49.4% |
| 1Y | -53.3% | +41.8% | -95.1% | -50.0% |
| All | -53.3% | +44.8% | -98.1% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling