+130.2%
BP vs CSGP
+63.3%
+66.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.4% |
| 7D | -11.6% | +1.3% | -12.9% | -11.9% |
| 30D | 0.0% | +10.7% | -10.6% | -2.2% |
| 3M | +6.7% | +3.3% | +3.5% | +5.2% |
| 6M | +2.2% | -10.3% | +12.5% | +2.7% |
| YTD | +33.0% | -54.6% | +87.5% | +50.3% |
| 1Y | +30.7% | -54.6% | +85.4% | +47.6% |
| 3Y | +44.2% | -60.3% | +104.5% | +64.4% |
| 5Y | +105.1% | -63.3% | +168.4% | +134.9% |
| All | +130.2% | +63.3% | +66.9% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling