-54.9%
CSGP vs BBWI
-2.2%
-52.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -3.2% | -4.2% | +1.1% | -2.6% |
| 30D | +2.2% | +24.9% | -22.6% | +0.1% |
| 3M | -3.7% | +13.2% | -16.9% | -5.1% |
| 6M | -7.4% | +12.1% | -19.6% | -8.8% |
| YTD | -54.9% | +11.1% | -66.0% | -55.4% |
| 1Y | -54.9% | +0.7% | -55.6% | -55.3% |
| All | -54.9% | -2.2% | -52.7% | -55.3% |
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