+1,054.1%
CSGP vs BG
+922.2%
+131.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | +13.9% | +2.6% | +11.3% | +13.3% |
| 30D | +16.0% | -8.2% | +24.2% | +18.0% |
| 3M | +6.1% | -7.0% | +13.1% | +7.4% |
| 6M | -8.2% | -23.5% | +15.3% | -3.4% |
| YTD | -52.3% | +12.6% | -65.0% | -54.1% |
| 1Y | -54.5% | +5.8% | -60.3% | -55.6% |
| 3Y | -58.6% | +1.4% | -60.0% | -59.8% |
| 5Y | -61.5% | +21.3% | -82.8% | -64.9% |
| 10Y | +74.7% | +90.7% | -16.0% | +35.4% |
| All | +1,054.1% | +922.2% | +131.9% | +558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling