+43.0%
CSGP vs BAX
-34.3%
+77.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -4.1% | -1.1% | -2.9% | -3.7% |
| 30D | +2.3% | -5.5% | +7.8% | +4.3% |
| 3M | -8.2% | +33.5% | -41.7% | -16.2% |
| 6M | -35.1% | +35.9% | -70.9% | -41.4% |
| YTD | -54.0% | +35.4% | -89.4% | -58.9% |
| 1Y | -65.3% | +9.8% | -75.1% | -66.9% |
| 3Y | -62.6% | -32.7% | -29.8% | -59.2% |
| 5Y | -64.8% | -65.6% | +0.7% | -50.6% |
| All | +43.0% | -34.3% | +77.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling