-54.6%
CSGP vs BBWI
-6.0%
-48.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -4.2% |
| 7D | +1.3% | -6.2% | +7.5% | +2.2% |
| 30D | +10.7% | +19.9% | -9.2% | +8.8% |
| 3M | +3.3% | +7.1% | -3.9% | +2.2% |
| 6M | -10.3% | +13.7% | -24.0% | -11.8% |
| YTD | -54.6% | +9.6% | -64.2% | -54.9% |
| 1Y | -54.6% | -1.6% | -53.0% | -54.9% |
| All | -54.6% | -6.0% | -48.7% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling