+532.5%
CSGP vs BAH
+1,096.2%
-563.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.5% |
| 7D | +18.3% | +5.8% | +12.5% | +16.1% |
| 30D | +17.8% | +28.7% | -10.9% | +8.0% |
| 3M | +9.3% | +20.9% | -11.6% | +2.4% |
| 6M | -7.9% | +15.2% | -23.1% | -12.7% |
| YTD | -51.5% | +7.1% | -58.6% | -53.3% |
| 1Y | -53.3% | +6.4% | -59.7% | -55.0% |
| 3Y | -57.9% | -23.6% | -34.2% | -56.7% |
| 5Y | -61.3% | +11.5% | -72.8% | -66.0% |
| 10Y | +77.5% | +236.3% | -158.8% | +4.8% |
| All | +532.5% | +1,096.2% | -563.7% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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