+701.6%
BE vs CSGP
-24.0%
+725.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.4% | -7.9% |
| 7D | -12.1% | +18.3% | -30.4% | -18.5% |
| 30D | -30.1% | +17.8% | -47.9% | -36.7% |
| 3M | -12.1% | +9.3% | -21.4% | -18.9% |
| 6M | -30.6% | -7.9% | -22.7% | -33.3% |
| YTD | +130.6% | -51.5% | +182.2% | +206.1% |
| 1Y | +55.3% | -53.3% | +108.6% | +110.3% |
| 3Y | +1,755.6% | -57.9% | +1,813.5% | +2,445.8% |
| 5Y | +564.5% | -61.3% | +625.8% | +847.9% |
| All | +701.6% | -24.0% | +725.6% | +579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling