+67.3%
CSGP vs ALM
+2,221.4%
-2,154.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +2.3% |
| 7D | -1.8% | +0.7% | -2.6% | -1.8% |
| 30D | +5.3% | -26.1% | +31.4% | +5.3% |
| 3M | +3.3% | -38.1% | +41.4% | +3.3% |
| 6M | -4.7% | -55.4% | +50.7% | -4.6% |
| YTD | -53.5% | -0.4% | -53.1% | -53.8% |
| 1Y | -53.7% | +25.4% | -79.1% | -54.1% |
| 3Y | -59.7% | +907.8% | -967.5% | -61.3% |
| 5Y | -62.5% | +440.2% | -502.6% | -63.9% |
| 10Y | +67.3% | +2,031.1% | -1,963.9% | +61.3% |
| All | +67.3% | +2,221.4% | -2,154.2% | +61.3% |
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