-60.3%
CSGP vs BG
+1.9%
-62.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.2% | -4.7% |
| 7D | +1.3% | +2.5% | -1.3% | +0.9% |
| 30D | +10.7% | -6.1% | +16.8% | +11.4% |
| 3M | +3.3% | -8.5% | +11.8% | +4.1% |
| 6M | -10.3% | -20.4% | +10.1% | -8.1% |
| YTD | -54.6% | +13.3% | -67.8% | -56.4% |
| 1Y | -54.6% | +7.3% | -61.9% | -56.0% |
| 3Y | -60.3% | +2.6% | -62.9% | -61.9% |
| All | -60.3% | +1.9% | -62.3% | -61.9% |
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