-54.6%
CSGP vs BNS
+44.1%
-98.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | +1.3% | -2.2% | +3.5% | +1.2% |
| 30D | +10.7% | +5.1% | +5.6% | +10.9% |
| 3M | +3.3% | +4.7% | -1.5% | +3.6% |
| 6M | -10.3% | +19.0% | -29.4% | -10.3% |
| YTD | -54.6% | +28.2% | -82.7% | -54.6% |
| 1Y | -54.6% | +43.4% | -98.0% | -56.0% |
| All | -54.6% | +44.1% | -98.8% | -56.0% |
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