+3,264.4%
CSGP vs BN
+7,829.5%
-4,565.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.3% |
| 7D | -4.1% | -2.5% | -1.6% | -3.1% |
| 30D | +2.3% | -9.5% | +11.8% | +6.7% |
| 3M | -8.2% | -10.4% | +2.2% | -3.9% |
| 6M | -35.1% | -6.4% | -28.7% | -33.7% |
| YTD | -54.0% | -11.9% | -42.2% | -51.9% |
| 1Y | -65.3% | -8.6% | -56.7% | -64.3% |
| 3Y | -62.6% | +77.6% | -140.1% | -71.4% |
| 5Y | -64.8% | +37.0% | -101.9% | -70.5% |
| 10Y | +45.1% | +266.4% | -221.3% | -21.6% |
| All | +3,264.4% | +7,829.5% | -4,565.1% | +543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling