-62.8%
CSGP vs BBWI
-43.7%
-19.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -2.8% |
| 7D | -4.1% | +1.5% | -5.6% | -4.3% |
| 30D | +2.3% | -5.2% | +7.5% | +2.9% |
| 3M | -8.2% | +11.1% | -19.3% | -10.0% |
| 6M | -35.1% | -13.4% | -21.7% | -34.3% |
| YTD | -54.0% | +0.1% | -54.1% | -54.6% |
| 1Y | -65.3% | -36.1% | -29.2% | -63.2% |
| All | -62.8% | -43.7% | -19.1% | -62.5% |
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