+65.2%
CSGP vs BBY
+270.1%
-204.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +1.3% | +4.2% | -2.9% | 0.0% |
| 30D | +10.7% | +17.8% | -7.1% | +5.5% |
| 3M | +3.3% | +25.8% | -22.5% | -3.7% |
| 6M | -10.3% | +73.8% | -84.2% | -24.8% |
| YTD | -54.6% | +54.7% | -109.3% | -60.6% |
| 1Y | -54.6% | +33.4% | -88.0% | -59.0% |
| 3Y | -60.3% | +72.2% | -132.5% | -68.2% |
| 5Y | -63.3% | -2.5% | -60.8% | -66.0% |
| All | +65.2% | +270.1% | -204.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling