+522.2%
CSGP vs BAH
+1,110.0%
-587.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | +13.9% | +6.0% | +7.9% | +11.6% |
| 30D | +16.0% | +31.1% | -15.1% | +5.7% |
| 3M | +6.1% | +25.2% | -19.1% | -1.8% |
| 6M | -8.2% | +18.9% | -27.1% | -13.9% |
| YTD | -52.3% | +8.3% | -60.6% | -54.2% |
| 1Y | -54.5% | +6.2% | -60.7% | -56.1% |
| 3Y | -58.6% | -22.8% | -35.8% | -57.6% |
| 5Y | -61.5% | +13.6% | -75.1% | -66.4% |
| 10Y | +74.7% | +240.2% | -165.5% | +2.7% |
| All | +522.2% | +1,110.0% | -587.8% | +138.4% |
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