+128.6%
BP vs CSGP
-64.7%
+193.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.8% |
| 7D | +3.9% | -4.1% | +8.0% | +4.4% |
| 30D | +7.6% | +2.3% | +5.3% | +7.2% |
| 3M | +0.7% | -8.2% | +8.9% | +1.4% |
| 6M | +15.5% | -35.1% | +50.6% | +20.8% |
| YTD | +30.8% | -54.0% | +84.9% | +42.1% |
| 1Y | +34.3% | -65.3% | +99.6% | +51.4% |
| 3Y | +35.1% | -62.6% | +97.6% | +49.1% |
| All | +128.6% | -64.7% | +193.3% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling