+65.2%
CSGP vs BDX
+82.8%
-17.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.4% |
| 7D | +1.3% | +7.1% | -5.8% | -1.4% |
| 30D | +10.7% | +17.6% | -6.9% | +4.1% |
| 3M | +3.3% | +20.4% | -17.1% | -3.7% |
| 6M | -10.3% | +48.3% | -58.6% | -22.7% |
| YTD | -54.6% | +41.6% | -96.1% | -60.3% |
| 1Y | -54.6% | +55.7% | -110.4% | -61.7% |
| 3Y | -60.3% | +10.6% | -71.0% | -62.7% |
| 5Y | -63.3% | +24.0% | -87.3% | -67.5% |
| All | +65.2% | +82.8% | -17.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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