+62.6%
CSGP vs BG
+100.9%
-38.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -7.1% | +3.4% | -10.5% | -7.6% |
| 30D | +3.6% | -3.8% | +7.4% | +4.2% |
| 3M | -2.7% | -9.6% | +6.8% | -1.4% |
| 6M | -8.0% | -19.5% | +11.5% | -5.1% |
| YTD | -55.0% | +14.6% | -69.6% | -56.6% |
| 1Y | -55.8% | +6.6% | -62.4% | -56.8% |
| 3Y | -62.0% | +4.7% | -66.7% | -63.2% |
| 5Y | -62.9% | +22.1% | -85.0% | -65.8% |
| 10Y | +62.6% | +109.2% | -46.5% | +20.3% |
| All | +62.6% | +100.9% | -38.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling