+3,388.4%
CSGP vs BN
+8,129.8%
-4,741.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.3% |
| 7D | +13.9% | +5.7% | +8.2% | +11.3% |
| 30D | +16.0% | +12.0% | +4.0% | +10.6% |
| 3M | +6.1% | -6.1% | +12.2% | +8.9% |
| 6M | -8.2% | -8.6% | +0.4% | -5.1% |
| YTD | -52.3% | -8.5% | -43.8% | -50.9% |
| 1Y | -54.5% | -8.4% | -46.1% | -53.2% |
| 3Y | -58.6% | +92.3% | -150.8% | -69.3% |
| 5Y | -61.5% | +31.3% | -92.8% | -67.1% |
| 10Y | +74.7% | +280.5% | -205.8% | -7.2% |
| All | +3,388.4% | +8,129.8% | -4,741.3% | +556.7% |
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