-63.2%
CSGP vs BB
-20.8%
-42.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.4% | -9.1% | -5.3% |
| 7D | +1.3% | +3.8% | -2.5% | +0.6% |
| 30D | +10.7% | -0.3% | +11.0% | +10.0% |
| 3M | +3.3% | -0.5% | +3.7% | +2.1% |
| 6M | -10.3% | +45.9% | -56.2% | -19.7% |
| YTD | -54.6% | +130.6% | -185.2% | -63.1% |
| 1Y | -54.6% | +89.2% | -143.8% | -61.9% |
| 3Y | -60.3% | +137.5% | -197.8% | -70.4% |
| All | -63.2% | -20.8% | -42.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling