-61.5%
CSGP vs BBY
+91.3%
-152.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -7.1% | +3.7% | -10.8% | -8.0% |
| 30D | +3.6% | +20.9% | -17.3% | -1.3% |
| 3M | -2.7% | +27.6% | -30.3% | -8.6% |
| 6M | -8.0% | +86.9% | -94.9% | -21.6% |
| YTD | -55.0% | +63.3% | -118.3% | -60.4% |
| 1Y | -55.8% | +42.6% | -98.3% | -59.8% |
| All | -61.5% | +91.3% | -152.8% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling