-54.9%
CSGP vs BDX
+56.8%
-111.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -3.2% | +7.3% | -10.4% | -7.3% |
| 30D | +2.2% | +15.7% | -13.5% | -6.1% |
| 3M | -3.7% | +19.1% | -22.7% | -12.9% |
| 6M | -7.4% | +44.1% | -51.6% | -23.9% |
| YTD | -54.9% | +42.1% | -97.0% | -62.9% |
| 1Y | -54.9% | +52.6% | -107.5% | -64.6% |
| All | -54.9% | +56.8% | -111.7% | -64.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling