+65.1%
CSGP vs BG
+95.6%
-30.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | -3.2% | +5.0% | -8.1% | -3.9% |
| 30D | +2.2% | -3.2% | +5.4% | +2.7% |
| 3M | -3.7% | -11.2% | +7.5% | -2.0% |
| 6M | -7.4% | -19.4% | +12.0% | -4.5% |
| YTD | -54.9% | +13.6% | -68.5% | -56.4% |
| 1Y | -54.9% | +7.3% | -62.1% | -56.0% |
| 3Y | -61.9% | +3.8% | -65.7% | -63.1% |
| 5Y | -63.1% | +23.2% | -86.3% | -66.0% |
| 10Y | +65.1% | +97.9% | -32.8% | +24.8% |
| All | +65.1% | +95.6% | -30.4% | +24.8% |
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