-61.9%
CSGP vs BNS
+148.3%
-210.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.7% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | +2.2% | +4.7% | -2.5% | +0.8% |
| 3M | -3.7% | +5.5% | -9.2% | -5.5% |
| 6M | -7.4% | +21.7% | -29.1% | -14.3% |
| YTD | -54.9% | +29.5% | -84.4% | -59.4% |
| 1Y | -54.9% | +41.9% | -96.8% | -61.3% |
| 3Y | -61.9% | +148.5% | -210.4% | -75.8% |
| All | -61.9% | +148.3% | -210.2% | -75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling