+44.1%
CSGP vs ALM
+2,950.3%
-2,906.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.4% |
| 7D | -4.1% | -2.6% | -1.5% | -4.1% |
| 30D | +2.3% | +32.0% | -29.7% | +2.2% |
| 3M | -8.2% | -15.0% | +6.9% | -8.1% |
| 6M | -35.1% | -10.1% | -24.9% | -35.1% |
| YTD | -54.0% | +99.4% | -153.5% | -54.3% |
| 1Y | -65.3% | +316.4% | -381.7% | -65.9% |
| 3Y | -62.6% | +2,022.0% | -2,084.5% | -64.2% |
| 5Y | -64.8% | +941.2% | -1,006.0% | -66.3% |
| All | +44.1% | +2,950.3% | -2,906.2% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling