-62.8%
CSGP vs BB
+38.2%
-101.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -5.6% | +1.6% | -3.7% |
| 30D | +2.3% | -11.8% | +14.1% | +3.1% |
| 3M | -8.2% | -25.5% | +17.4% | -6.8% |
| 6M | -35.1% | +121.3% | -156.3% | -42.3% |
| YTD | -54.0% | +103.2% | -157.2% | -58.8% |
| 1Y | -65.3% | +102.6% | -167.9% | -69.1% |
| All | -62.8% | +38.2% | -101.0% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling