-58.4%
CSGP vs BB
+122.6%
-181.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -1.4% |
| 7D | +13.9% | -8.9% | +22.8% | +14.4% |
| 30D | +16.0% | -12.6% | +28.6% | +16.6% |
| 3M | +6.1% | -4.1% | +10.2% | +5.8% |
| 6M | -8.2% | +49.5% | -57.6% | -14.9% |
| YTD | -52.3% | +120.8% | -173.2% | -58.3% |
| 1Y | -54.5% | +76.2% | -130.7% | -59.2% |
| All | -58.4% | +122.6% | -181.0% | -66.9% |
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