-64.8%
CSGP vs BNS
+94.5%
-159.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.9% |
| 7D | -4.1% | +1.5% | -5.6% | -4.7% |
| 30D | +2.3% | +6.0% | -3.6% | -0.5% |
| 3M | -8.2% | +16.3% | -24.5% | -14.8% |
| 6M | -35.1% | +28.8% | -63.8% | -42.8% |
| YTD | -54.0% | +30.0% | -84.0% | -59.8% |
| 1Y | -65.3% | +50.7% | -116.0% | -72.0% |
| 3Y | -62.6% | +125.4% | -187.9% | -76.0% |
| All | -64.8% | +94.5% | -159.3% | -74.6% |
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