+55.6%
CSGP vs BR
+275.8%
-220.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.1% |
| 7D | -6.1% | -1.3% | -4.8% | -5.3% |
| 30D | +0.3% | +13.7% | -13.3% | -7.3% |
| 3M | -1.3% | +13.8% | -15.1% | -8.7% |
| 6M | -8.9% | +29.7% | -38.6% | -22.5% |
| YTD | -55.2% | -12.6% | -42.6% | -51.4% |
| 1Y | -56.4% | -12.4% | -44.0% | -52.7% |
| 3Y | -62.2% | +14.1% | -76.3% | -65.7% |
| 5Y | -63.7% | +18.7% | -82.3% | -68.5% |
| All | +55.6% | +275.8% | -220.2% | -23.0% |
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