+465.4%
BE vs CSGP
-62.4%
+527.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.7% | +11.4% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -30.9% | +5.3% | -36.2% | -32.7% |
| 3M | -11.6% | +3.3% | -14.9% | -14.4% |
| 6M | -25.7% | -4.7% | -21.1% | -28.0% |
| YTD | +123.1% | -53.5% | +176.7% | +196.5% |
| 1Y | +43.4% | -53.7% | +97.1% | +90.2% |
| 3Y | +1,683.6% | -59.7% | +1,743.4% | +2,332.4% |
| 5Y | +465.4% | -62.5% | +527.9% | +694.4% |
| All | +465.4% | -62.4% | +527.8% | +694.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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