-63.2%
CSGP vs ALM
+396.4%
-459.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -4.7% |
| 7D | +1.3% | -6.7% | +7.9% | +1.2% |
| 30D | +10.7% | -32.9% | +43.6% | +10.7% |
| 3M | +3.3% | -39.5% | +42.8% | +3.2% |
| 6M | -10.3% | -62.0% | +51.7% | -10.1% |
| YTD | -54.6% | -7.8% | -46.7% | -55.2% |
| 1Y | -54.6% | +26.7% | -81.3% | -55.6% |
| 3Y | -60.3% | +825.4% | -885.7% | -64.8% |
| All | -63.2% | +396.4% | -459.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling