-65.5%
CSGP vs BNS
+49.3%
-114.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.9% |
| 7D | -5.1% | +1.8% | -6.9% | -5.0% |
| 30D | +0.3% | +4.5% | -4.2% | +0.4% |
| 3M | -9.1% | +15.8% | -24.9% | -9.7% |
| 6M | -37.3% | +31.5% | -68.8% | -38.8% |
| YTD | -54.9% | +28.6% | -83.5% | -56.0% |
| 1Y | -65.5% | +48.2% | -113.7% | -69.5% |
| All | -65.5% | +49.3% | -114.8% | -69.5% |
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