+65.1%
CSGP vs BAX
-34.5%
+99.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | -3.2% | +3.6% | -6.8% | -4.2% |
| 30D | +2.2% | +8.5% | -6.3% | -0.7% |
| 3M | -3.7% | -4.9% | +1.2% | -2.4% |
| 6M | -7.4% | +47.0% | -54.4% | -18.5% |
| YTD | -54.9% | +38.4% | -93.3% | -60.0% |
| 1Y | -54.9% | +49.1% | -104.0% | -61.1% |
| 3Y | -61.9% | -14.9% | -47.0% | -61.9% |
| 5Y | -63.1% | -63.1% | 0.0% | -49.9% |
| 10Y | +65.1% | -35.6% | +100.7% | +88.7% |
| All | +65.1% | -34.5% | +99.6% | +88.7% |
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