+65.2%
CSGP vs BB
+23.8%
+41.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.1% | -5.2% |
| 7D | +1.3% | +3.8% | -2.5% | +0.7% |
| 30D | +10.7% | -0.3% | +11.0% | +10.1% |
| 3M | +3.3% | -0.5% | +3.7% | +2.3% |
| 6M | -10.3% | +45.9% | -56.2% | -17.5% |
| YTD | -54.6% | +130.6% | -185.2% | -61.1% |
| 1Y | -54.6% | +89.2% | -143.8% | -60.1% |
| 3Y | -60.3% | +137.5% | -197.8% | -67.8% |
| 5Y | -63.3% | -20.9% | -42.4% | -66.5% |
| All | +65.2% | +23.8% | +41.4% | +14.5% |
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