+3,388.4%
CSGP vs BAX
+202.0%
+3,186.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.6% |
| 7D | +13.9% | +9.1% | +4.7% | +10.8% |
| 30D | +16.0% | +5.3% | +10.7% | +13.8% |
| 3M | +6.1% | -6.1% | +12.2% | +7.9% |
| 6M | -8.2% | +53.3% | -61.4% | -19.9% |
| YTD | -52.3% | +34.4% | -86.7% | -57.3% |
| 1Y | -54.5% | +43.2% | -97.7% | -60.1% |
| 3Y | -58.6% | -20.1% | -38.4% | -57.8% |
| 5Y | -61.5% | -63.7% | +2.2% | -50.8% |
| 10Y | +74.7% | -36.3% | +111.0% | +85.4% |
| All | +3,388.4% | +202.0% | +3,186.5% | +2,410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling