-58.4%
CSGP vs BBWI
-25.6%
-32.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.6% | -0.7% |
| 7D | +13.9% | -3.1% | +17.0% | +14.5% |
| 30D | +16.0% | +23.1% | -7.1% | +12.6% |
| 3M | +6.1% | +7.3% | -1.2% | +4.6% |
| 6M | -8.2% | +22.6% | -30.8% | -11.7% |
| YTD | -52.3% | +13.3% | -65.6% | -53.8% |
| 1Y | -54.5% | -2.6% | -51.9% | -55.1% |
| All | -58.4% | -25.6% | -32.8% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling