-63.7%
CSGP vs BNS
+81.7%
-145.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -6.1% | +1.0% | -7.1% | -6.4% |
| 30D | +0.3% | +2.7% | -2.4% | -0.9% |
| 3M | -1.3% | +3.5% | -4.8% | -3.1% |
| 6M | -8.9% | +22.1% | -31.0% | -17.7% |
| YTD | -55.2% | +29.5% | -84.7% | -60.9% |
| 1Y | -56.4% | +40.7% | -97.1% | -63.5% |
| 3Y | -62.2% | +148.6% | -210.8% | -77.1% |
| 5Y | -63.7% | +79.6% | -143.3% | -73.2% |
| All | -63.7% | +81.7% | -145.3% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling