-60.3%
CSGP vs BAX
-19.9%
-40.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.8% |
| 7D | +1.3% | +12.1% | -10.9% | -1.7% |
| 30D | +10.7% | +7.6% | +3.1% | +8.3% |
| 3M | +3.3% | -4.5% | +7.8% | +4.3% |
| 6M | -10.3% | +52.0% | -62.4% | -19.1% |
| YTD | -54.6% | +35.1% | -89.7% | -58.2% |
| 1Y | -54.6% | +43.7% | -98.4% | -59.0% |
| 3Y | -60.3% | -20.9% | -39.4% | -58.9% |
| All | -60.3% | -19.9% | -40.4% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling