+142.2%
BP vs CSGP
+65.8%
+76.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.4% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | -5.3% | +2.8% | -8.1% | -6.3% |
| 3M | +9.3% | -6.3% | +15.6% | +9.5% |
| 6M | +7.2% | -3.2% | +10.4% | +6.4% |
| YTD | +38.0% | -54.0% | +92.0% | +55.7% |
| 1Y | +33.2% | -54.8% | +88.0% | +50.7% |
| 3Y | +50.3% | -60.6% | +110.9% | +71.8% |
| 5Y | +114.1% | -62.6% | +176.7% | +144.4% |
| All | +142.2% | +65.8% | +76.4% | +128.7% |
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