+500.1%
CSGP vs BAH
+886.2%
-386.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.9% |
| 7D | -4.1% | -3.2% | -0.8% | -3.0% |
| 30D | +2.3% | +2.0% | +0.3% | +1.7% |
| 3M | -8.2% | -7.6% | -0.5% | -5.9% |
| 6M | -35.1% | -5.7% | -29.4% | -34.2% |
| YTD | -54.0% | -11.7% | -42.3% | -52.6% |
| 1Y | -65.3% | -27.4% | -37.9% | -62.1% |
| 3Y | -62.6% | -32.5% | -30.0% | -60.0% |
| 5Y | -64.8% | -3.3% | -61.5% | -67.6% |
| 10Y | +45.1% | +186.0% | -140.9% | -9.4% |
| All | +500.1% | +886.2% | -386.1% | +146.7% |
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