+1,000.1%
CSGP vs BG
+928.0%
+72.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.2% | -4.8% |
| 7D | +1.3% | +2.5% | -1.3% | +0.7% |
| 30D | +10.7% | -6.1% | +16.8% | +12.1% |
| 3M | +3.3% | -8.5% | +11.8% | +4.9% |
| 6M | -10.3% | -20.4% | +10.1% | -6.5% |
| YTD | -54.6% | +13.3% | -67.8% | -56.3% |
| 1Y | -54.6% | +7.3% | -61.9% | -55.9% |
| 3Y | -60.3% | +2.6% | -62.9% | -61.6% |
| 5Y | -63.3% | +22.0% | -85.3% | -66.6% |
| 10Y | +66.5% | +91.8% | -25.3% | +28.9% |
| All | +1,000.1% | +928.0% | +72.1% | +526.7% |
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 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