-61.5%
CSGP vs BDX
+23.0%
-84.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -7.1% | +2.5% | -9.6% | -7.9% |
| 30D | +3.6% | +13.6% | -9.9% | -0.9% |
| 3M | -2.7% | +18.9% | -21.7% | -8.4% |
| 6M | -8.0% | +51.8% | -59.9% | -19.4% |
| YTD | -55.0% | +43.3% | -98.3% | -60.0% |
| 1Y | -55.8% | +48.0% | -103.7% | -61.0% |
| All | -61.5% | +23.0% | -84.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling