+50.0%
BMY vs CSGP
-64.9%
+114.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.7% |
| 7D | +0.4% | -4.1% | +4.4% | +0.7% |
| 30D | +5.0% | +2.3% | +2.7% | +4.9% |
| 3M | +19.4% | -8.2% | +27.6% | +18.9% |
| 6M | +9.5% | -35.1% | +44.6% | +9.4% |
| YTD | +28.1% | -54.0% | +82.1% | +28.1% |
| 1Y | +50.0% | -65.3% | +115.3% | +55.4% |
| All | +50.0% | -64.9% | +114.9% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling