+131.1%
BP vs CSGP
+71.3%
+59.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -11.2% | +13.9% | -25.1% | -13.2% |
| 30D | -0.7% | +16.0% | -16.7% | -3.6% |
| 3M | +9.8% | +6.1% | +3.7% | +7.8% |
| 6M | -1.6% | -8.2% | +6.6% | -1.3% |
| YTD | +33.5% | -52.3% | +85.8% | +49.7% |
| 1Y | +31.7% | -54.5% | +86.2% | +49.0% |
| 3Y | +45.1% | -58.6% | +103.7% | +64.5% |
| 5Y | +105.9% | -61.5% | +167.4% | +134.0% |
| All | +131.1% | +71.3% | +59.8% | +121.4% |
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 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