+122.1%
BP vs CSGP
+45.2%
+76.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.9% |
| 7D | +3.9% | -4.1% | +8.0% | +4.7% |
| 30D | +7.6% | +2.3% | +5.3% | +6.9% |
| 3M | +0.7% | -8.2% | +8.9% | +1.6% |
| 6M | +15.5% | -35.1% | +50.6% | +23.8% |
| YTD | +30.8% | -54.0% | +84.9% | +48.7% |
| 1Y | +34.3% | -65.3% | +99.6% | +61.1% |
| 3Y | +35.1% | -62.6% | +97.6% | +57.0% |
| 5Y | +126.8% | -64.8% | +191.7% | +164.0% |
| All | +122.1% | +45.2% | +76.9% | +102.2% |
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