+65.2%
CSGP vs BBWI
-43.7%
+108.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -4.2% |
| 7D | +1.3% | -6.2% | +7.5% | +2.3% |
| 30D | +10.7% | +19.9% | -9.2% | +7.7% |
| 3M | +3.3% | +7.1% | -3.9% | +1.8% |
| 6M | -10.3% | +13.7% | -24.0% | -13.0% |
| YTD | -54.6% | +9.6% | -64.2% | -55.9% |
| 1Y | -54.6% | -1.6% | -53.0% | -55.6% |
| 3Y | -60.3% | -25.9% | -34.5% | -60.6% |
| 5Y | -63.3% | -67.8% | +4.5% | -59.8% |
| All | +65.2% | -43.7% | +108.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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