-56.1%
CSGP vs BNS
+43.5%
-99.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -7.1% | -3.2% | -3.9% | -7.2% |
| 30D | +3.6% | +5.1% | -1.5% | +3.8% |
| 3M | -2.7% | +6.0% | -8.7% | -2.5% |
| 6M | -8.0% | +23.4% | -31.4% | -8.1% |
| YTD | -55.0% | +30.4% | -85.4% | -55.0% |
| All | -56.1% | +43.5% | -99.6% | -57.5% |
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