-64.8%
CSGP vs BG
+76.3%
-141.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.3% |
| 7D | -4.1% | +2.8% | -6.9% | -4.4% |
| 30D | +2.3% | +12.0% | -9.7% | +0.9% |
| 3M | -8.2% | -7.7% | -0.5% | -7.4% |
| 6M | -35.1% | +4.5% | -39.6% | -35.6% |
| YTD | -54.0% | +35.7% | -89.7% | -56.2% |
| 1Y | -65.3% | +50.1% | -115.4% | -67.5% |
| 3Y | -62.6% | +12.6% | -75.2% | -64.1% |
| All | -64.8% | +76.3% | -141.1% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling