+60.0%
CSGP vs BB
+21.8%
+38.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.2% |
| 7D | +1.3% | +1.8% | -0.5% | +1.1% |
| 30D | +2.8% | +8.1% | -5.3% | +1.3% |
| 3M | -6.3% | -1.0% | -5.3% | -7.2% |
| 6M | -3.2% | +45.9% | -49.1% | -10.8% |
| YTD | -54.0% | +134.8% | -188.8% | -60.6% |
| 1Y | -54.8% | +104.6% | -159.4% | -60.7% |
| 3Y | -60.6% | +152.8% | -213.4% | -68.2% |
| 5Y | -62.6% | -17.4% | -45.2% | -66.1% |
| All | +60.0% | +21.8% | +38.3% | +11.5% |
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