+73.3%
CSGP vs ALM
+1,978.4%
-1,905.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +7.9% | -1.6% |
| 7D | +13.9% | -14.5% | +28.4% | +13.9% |
| 30D | +16.0% | -39.0% | +55.0% | +16.0% |
| 3M | +6.1% | -40.3% | +46.4% | +6.1% |
| 6M | -8.2% | -60.3% | +52.1% | -8.1% |
| YTD | -52.3% | -9.8% | -42.6% | -52.6% |
| 1Y | -54.5% | +30.8% | -85.3% | -55.0% |
| 3Y | -58.6% | +772.4% | -831.0% | -60.2% |
| 5Y | -61.5% | +390.7% | -452.2% | -63.0% |
| All | +73.3% | +1,978.4% | -1,905.1% | +66.2% |
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