-55.8%
CSGP vs BEN
+68.9%
-124.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.1% | +7.2% | -14.3% | -8.3% |
| 30D | +3.6% | +14.1% | -10.5% | +0.7% |
| 3M | -2.7% | +9.9% | -12.7% | -4.7% |
| 6M | -8.0% | +17.4% | -25.4% | -11.8% |
| YTD | -55.0% | +57.3% | -112.3% | -61.7% |
| 1Y | -55.8% | +66.9% | -122.7% | -63.6% |
| All | -55.8% | +68.9% | -124.6% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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