-53.5%
CSGP vs BNS
+44.0%
-97.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.8% |
| 30D | +5.3% | +5.5% | -0.2% | +5.5% |
| 3M | +3.3% | +6.0% | -2.7% | +3.6% |
| 6M | -4.7% | +22.6% | -27.3% | -4.7% |
| YTD | -53.5% | +30.5% | -84.0% | -53.5% |
| All | -53.5% | +44.0% | -97.5% | -54.8% |
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