-65.3%
CSGP vs BNS
+50.5%
-115.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.5% |
| 7D | -4.1% | +1.5% | -5.6% | -4.0% |
| 30D | +2.3% | +6.0% | -3.6% | +2.4% |
| 3M | -8.2% | +16.3% | -24.5% | -8.8% |
| 6M | -35.1% | +27.3% | -62.4% | -36.4% |
| YTD | -54.0% | +28.5% | -82.5% | -55.3% |
| 1Y | -65.3% | +49.0% | -114.3% | -69.1% |
| All | -65.3% | +50.5% | -115.8% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling