+1,362.8%
CSGP vs BNS
+1,492.9%
-130.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.9% |
| 7D | -4.1% | +1.5% | -5.6% | -4.8% |
| 30D | +2.3% | +6.0% | -3.6% | -0.9% |
| 3M | -8.2% | +16.3% | -24.5% | -15.4% |
| 6M | -35.1% | +28.8% | -63.8% | -43.4% |
| YTD | -54.0% | +30.0% | -84.0% | -60.2% |
| 1Y | -65.3% | +50.7% | -116.0% | -72.2% |
| 3Y | -62.6% | +125.4% | -187.9% | -75.7% |
| 5Y | -64.8% | +94.2% | -159.1% | -75.6% |
| 10Y | +45.1% | +182.8% | -137.7% | -20.8% |
| All | +1,362.8% | +1,492.9% | -130.1% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling