-53.5%
CSGP vs ALM
+21.0%
-74.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +2.8% |
| 7D | -1.8% | +0.7% | -2.6% | -1.7% |
| 30D | +5.3% | -26.1% | +31.4% | +3.4% |
| 3M | +3.3% | -38.1% | +41.4% | +0.6% |
| 6M | -4.7% | -55.4% | +50.7% | -7.7% |
| YTD | -53.5% | -0.4% | -53.1% | -51.6% |
| All | -53.5% | +21.0% | -74.6% | -50.3% |
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 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