+67.3%
CSGP vs BB
+33.0%
+34.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +1.6% |
| 7D | -1.8% | +15.0% | -16.8% | -3.5% |
| 30D | +5.3% | +3.5% | +1.8% | +4.3% |
| 3M | +3.3% | +2.7% | +0.6% | +2.0% |
| 6M | -4.7% | +44.7% | -49.4% | -12.0% |
| YTD | -53.5% | +143.3% | -196.8% | -60.5% |
| 1Y | -53.7% | +102.2% | -155.9% | -59.7% |
| 3Y | -59.7% | +156.1% | -215.9% | -67.6% |
| 5Y | -62.5% | -17.6% | -44.9% | -65.9% |
| 10Y | +67.3% | +29.0% | +38.3% | +15.2% |
| All | +67.3% | +33.0% | +34.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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