-64.8%
CSGP vs BBWI
-66.0%
+1.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.3% | -3.0% |
| 7D | -4.1% | +1.5% | -5.6% | -4.4% |
| 30D | +2.3% | -5.2% | +7.5% | +3.0% |
| 3M | -8.2% | +11.1% | -19.3% | -10.6% |
| 6M | -35.1% | -13.4% | -21.7% | -34.2% |
| YTD | -54.0% | +0.1% | -54.1% | -54.9% |
| 1Y | -65.3% | -36.1% | -29.2% | -63.0% |
| 3Y | -62.6% | -44.1% | -18.5% | -60.8% |
| All | -64.8% | -66.0% | +1.2% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling