-63.7%
CSGP vs BDX
+25.5%
-89.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -6.1% | +1.0% | -7.1% | -6.4% |
| 30D | +0.3% | +15.1% | -14.8% | -4.5% |
| 3M | -1.3% | +18.2% | -19.5% | -7.0% |
| 6M | -8.9% | +48.1% | -57.1% | -20.3% |
| YTD | -55.2% | +44.1% | -99.4% | -60.6% |
| 1Y | -56.4% | +46.4% | -102.8% | -61.8% |
| 3Y | -62.2% | +24.4% | -86.6% | -65.7% |
| 5Y | -63.7% | +26.1% | -89.8% | -67.1% |
| All | -63.7% | +25.5% | -89.1% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling