-64.8%
CSGP vs BDX
+1.9%
-66.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -4.1% | -2.5% | -1.5% | -3.2% |
| 30D | +2.3% | +8.3% | -5.9% | -0.4% |
| 3M | -8.2% | +24.4% | -32.6% | -14.5% |
| 6M | -35.1% | +9.2% | -44.2% | -37.2% |
| YTD | -54.0% | +22.7% | -76.7% | -57.2% |
| 1Y | -65.3% | +25.9% | -91.2% | -67.9% |
| 3Y | -62.6% | -10.5% | -52.1% | -61.7% |
| All | -64.8% | +1.9% | -66.7% | -66.3% |
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