+67.3%
CSGP vs BBWI
-41.3%
+108.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.0% |
| 7D | -1.8% | -6.2% | +4.3% | -0.8% |
| 30D | +5.3% | +25.5% | -20.2% | +1.7% |
| 3M | +3.3% | +8.0% | -4.7% | +1.7% |
| 6M | -4.7% | +12.7% | -17.3% | -7.3% |
| YTD | -53.5% | +11.6% | -65.2% | -55.1% |
| 1Y | -53.7% | -0.9% | -52.8% | -54.8% |
| 3Y | -59.7% | -22.7% | -37.1% | -60.3% |
| 5Y | -62.5% | -67.2% | +4.7% | -59.1% |
| 10Y | +67.3% | -43.7% | +111.0% | +49.4% |
| All | +67.3% | -41.3% | +108.6% | +49.4% |
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