+60.0%
CSGP vs BR
+277.7%
-217.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.5% |
| 7D | +1.3% | +1.1% | +0.3% | +0.6% |
| 30D | +2.8% | +14.4% | -11.6% | -5.4% |
| 3M | -6.3% | +12.4% | -18.7% | -12.7% |
| 6M | -3.2% | +35.4% | -38.6% | -19.8% |
| YTD | -54.0% | -12.2% | -41.8% | -50.2% |
| 1Y | -54.8% | -12.7% | -42.1% | -50.9% |
| 3Y | -60.6% | +14.3% | -74.8% | -64.3% |
| 5Y | -62.6% | +19.3% | -81.9% | -67.7% |
| All | +60.0% | +277.7% | -217.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling