+62.6%
CSGP vs BDX
+87.0%
-24.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -7.1% | +2.5% | -9.6% | -8.0% |
| 30D | +3.6% | +13.6% | -9.9% | -1.3% |
| 3M | -2.7% | +18.9% | -21.7% | -9.0% |
| 6M | -8.0% | +51.8% | -59.9% | -21.4% |
| YTD | -55.0% | +43.3% | -98.3% | -60.9% |
| 1Y | -55.8% | +48.0% | -103.7% | -62.0% |
| 3Y | -62.0% | +23.7% | -85.7% | -65.8% |
| 5Y | -62.9% | +24.9% | -87.8% | -67.3% |
| 10Y | +62.6% | +92.2% | -29.6% | +22.4% |
| All | +62.6% | +87.0% | -24.4% | +22.4% |
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