-58.4%
CSGP vs ALM
+806.0%
-864.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +7.9% | -1.8% |
| 7D | +13.9% | -14.5% | +28.4% | +13.5% |
| 30D | +16.0% | -39.0% | +55.0% | +15.0% |
| 3M | +6.1% | -40.3% | +46.4% | +5.2% |
| 6M | -8.2% | -60.3% | +52.1% | -9.0% |
| YTD | -52.3% | -9.8% | -42.6% | -52.7% |
| 1Y | -54.5% | +30.8% | -85.3% | -55.1% |
| All | -58.4% | +806.0% | -864.4% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling