-64.8%
CSGP vs BBY
-0.2%
-64.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -3.4% |
| 7D | -4.1% | +9.5% | -13.6% | -6.8% |
| 30D | +2.3% | +6.8% | -4.5% | +0.2% |
| 3M | -8.2% | +28.9% | -37.0% | -15.1% |
| 6M | -35.1% | +37.8% | -72.9% | -41.7% |
| YTD | -54.0% | +38.7% | -92.8% | -58.8% |
| 1Y | -65.3% | +23.7% | -89.0% | -68.0% |
| 3Y | -62.6% | +39.1% | -101.7% | -68.4% |
| All | -64.8% | -0.2% | -64.5% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling