+3,388.4%
CSGP vs BBWI
+465.4%
+2,923.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.6% | -0.1% |
| 7D | +13.9% | -3.1% | +17.0% | +14.8% |
| 30D | +16.0% | +23.1% | -7.1% | +10.4% |
| 3M | +6.1% | +7.3% | -1.2% | +3.6% |
| 6M | -8.2% | +22.6% | -30.8% | -14.1% |
| YTD | -52.3% | +13.3% | -65.6% | -55.1% |
| 1Y | -54.5% | -2.6% | -51.9% | -56.1% |
| 3Y | -58.6% | -25.9% | -32.6% | -59.4% |
| 5Y | -61.5% | -66.7% | +5.2% | -55.8% |
| 10Y | +74.7% | -41.6% | +116.2% | +44.0% |
| All | +3,388.4% | +465.4% | +2,923.0% | +1,222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling