-54.9%
CSGP vs BG
+6.5%
-61.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.9% |
| 7D | -3.2% | +5.0% | -8.1% | -3.1% |
| 30D | +2.2% | -3.2% | +5.4% | +2.2% |
| 3M | -3.7% | -11.2% | +7.5% | -4.1% |
| 6M | -7.4% | -19.4% | +12.0% | -8.0% |
| YTD | -54.9% | +13.6% | -68.5% | -56.9% |
| 1Y | -54.9% | +7.3% | -62.1% | -55.7% |
| All | -54.9% | +6.5% | -61.4% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling