+1,236.6%
CSGP vs BB
+258.8%
+977.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -5.6% | +1.6% | -3.2% |
| 30D | +2.3% | -11.8% | +14.1% | +4.0% |
| 3M | -8.2% | -25.5% | +17.4% | -5.7% |
| 6M | -35.1% | +121.3% | -156.3% | -44.1% |
| YTD | -54.0% | +103.2% | -157.2% | -59.9% |
| 1Y | -65.3% | +102.6% | -167.9% | -69.9% |
| 3Y | -62.6% | +37.5% | -100.1% | -67.2% |
| 5Y | -64.8% | -30.4% | -34.4% | -66.7% |
| 10Y | +45.1% | 0.0% | +45.1% | +11.1% |
| All | +1,236.6% | +258.8% | +977.8% | +317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling