-60.3%
CSGP vs BBWI
-28.0%
-32.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -4.2% |
| 7D | +1.3% | -6.2% | +7.5% | +2.3% |
| 30D | +10.7% | +19.9% | -9.2% | +7.9% |
| 3M | +3.3% | +7.1% | -3.9% | +1.9% |
| 6M | -10.3% | +13.7% | -24.0% | -12.7% |
| YTD | -54.6% | +9.6% | -64.2% | -55.8% |
| 1Y | -54.6% | -1.6% | -53.0% | -55.4% |
| 3Y | -60.3% | -25.9% | -34.5% | -60.7% |
| All | -60.3% | -28.0% | -32.3% | -60.7% |
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