+3,201.2%
CSGP vs BBY
+2,259.9%
+941.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -2.4% |
| 7D | -3.2% | +10.9% | -14.1% | -5.6% |
| 30D | +2.2% | +19.6% | -17.4% | -2.2% |
| 3M | -3.7% | +27.6% | -31.3% | -9.4% |
| 6M | -7.4% | +79.4% | -86.9% | -20.5% |
| YTD | -54.9% | +61.7% | -116.6% | -60.4% |
| 1Y | -54.9% | +40.3% | -95.2% | -59.0% |
| 3Y | -61.9% | +87.9% | -149.8% | -68.7% |
| 5Y | -63.1% | +0.2% | -63.3% | -65.3% |
| 10Y | +65.1% | +274.5% | -209.3% | +8.1% |
| All | +3,201.2% | +2,259.9% | +941.3% | +958.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling