+1,013.1%
CSGP vs BG
+1,131.5%
-118.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.2% |
| 7D | -4.1% | +2.8% | -6.9% | -4.7% |
| 30D | +2.3% | +12.0% | -9.7% | -0.2% |
| 3M | -8.2% | -7.7% | -0.5% | -6.9% |
| 6M | -35.1% | +4.5% | -39.6% | -36.1% |
| YTD | -54.0% | +35.7% | -89.7% | -57.4% |
| 1Y | -65.3% | +50.1% | -115.4% | -68.7% |
| 3Y | -62.6% | +12.6% | -75.2% | -64.4% |
| 5Y | -64.8% | +75.4% | -140.2% | -70.4% |
| 10Y | +45.1% | +150.5% | -105.4% | +6.0% |
| All | +1,013.1% | +1,131.5% | -118.4% | +511.7% |
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