-60.6%
CSGP vs BG
+6.5%
-67.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | +1.3% | +2.6% | -1.2% | +1.1% |
| 30D | +2.8% | -6.7% | +9.5% | +3.6% |
| 3M | -6.3% | -9.3% | +2.9% | -5.5% |
| 6M | -3.2% | -18.3% | +15.2% | -1.1% |
| YTD | -54.0% | +16.2% | -70.1% | -55.9% |
| 1Y | -54.8% | +7.6% | -62.4% | -56.1% |
| 3Y | -60.6% | +6.6% | -67.1% | -62.6% |
| All | -60.6% | +6.5% | -67.0% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling