+273.8%
BP vs CSGP
+3,520.0%
-3,246.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.2% | -4.7% |
| 7D | -8.4% | +18.3% | -26.7% | -10.6% |
| 30D | +2.2% | +17.8% | -15.6% | -0.5% |
| 3M | +8.8% | +9.3% | -0.5% | +6.7% |
| 6M | -0.5% | -7.9% | +7.4% | -0.5% |
| YTD | +36.2% | -51.5% | +87.8% | +47.9% |
| 1Y | +36.6% | -53.3% | +89.9% | +49.0% |
| 3Y | +48.1% | -57.9% | +106.0% | +62.3% |
| 5Y | +114.3% | -61.3% | +175.6% | +133.8% |
| 10Y | +139.2% | +77.5% | +61.6% | +109.7% |
| All | +273.8% | +3,520.0% | -3,246.2% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling