-64.8%
CSGP vs BAX
-65.4%
+0.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | -4.1% | -1.1% | -2.9% | -3.8% |
| 30D | +2.3% | -5.5% | +7.8% | +3.8% |
| 3M | -8.2% | +33.5% | -41.7% | -14.0% |
| 6M | -35.1% | +35.9% | -70.9% | -39.6% |
| YTD | -54.0% | +35.4% | -89.4% | -57.4% |
| 1Y | -65.3% | +9.8% | -75.1% | -66.4% |
| 3Y | -62.6% | -32.7% | -29.8% | -60.3% |
| All | -64.8% | -65.4% | +0.6% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling