+67.3%
CSGP vs BDX
+84.6%
-17.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.6% |
| 7D | -1.8% | +8.4% | -10.2% | -4.9% |
| 30D | +5.3% | +17.1% | -11.9% | -0.9% |
| 3M | +3.3% | +22.4% | -19.1% | -4.4% |
| 6M | -4.7% | +45.9% | -50.6% | -17.4% |
| YTD | -53.5% | +43.8% | -97.4% | -59.7% |
| 1Y | -53.7% | +57.8% | -111.5% | -61.2% |
| 3Y | -59.7% | +25.4% | -85.1% | -63.9% |
| 5Y | -62.5% | +26.0% | -88.5% | -67.0% |
| 10Y | +67.3% | +88.0% | -20.7% | +28.0% |
| All | +67.3% | +84.6% | -17.4% | +28.0% |
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