-62.8%
CSGP vs BEN
+52.7%
-115.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -3.7% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +2.3% | -0.5% | +2.9% | +2.4% |
| 3M | -8.2% | +9.7% | -17.9% | -11.5% |
| 6M | -35.1% | +33.9% | -69.0% | -42.5% |
| YTD | -54.0% | +49.0% | -103.0% | -61.0% |
| 1Y | -65.3% | +42.1% | -107.4% | -70.1% |
| All | -62.8% | +52.7% | -115.5% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling