+67.3%
CSGP vs BN
+289.4%
-222.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.6% | +0.5% |
| 7D | -1.8% | +3.6% | -5.5% | -3.5% |
| 30D | +5.3% | +15.9% | -10.6% | -1.7% |
| 3M | +3.3% | -2.3% | +5.6% | +4.4% |
| 6M | -4.7% | -8.4% | +3.8% | -1.2% |
| YTD | -53.5% | -5.9% | -47.7% | -52.6% |
| 1Y | -53.7% | -5.6% | -48.1% | -53.0% |
| 3Y | -59.7% | +104.2% | -164.0% | -72.2% |
| 5Y | -62.5% | +35.5% | -98.0% | -69.3% |
| 10Y | +67.3% | +285.2% | -218.0% | -16.9% |
| All | +67.3% | +289.4% | -222.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling