-61.5%
CSGP vs BEN
+12.5%
-74.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | +0.5% |
| 7D | +13.9% | -0.4% | +14.3% | +14.0% |
| 30D | +16.0% | -0.7% | +16.7% | +16.1% |
| 3M | +6.1% | -6.8% | +12.9% | +9.0% |
| 6M | -8.2% | +7.9% | -16.1% | -12.4% |
| YTD | -52.3% | +39.6% | -91.9% | -60.0% |
| 1Y | -54.5% | +48.5% | -103.0% | -63.0% |
| 3Y | -58.6% | +55.7% | -114.3% | -68.3% |
| 5Y | -61.5% | +15.1% | -76.6% | -65.2% |
| All | -61.5% | +12.5% | -74.0% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling