+62.6%
CSGP vs BR
+280.7%
-218.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -7.1% | +1.9% | -9.0% | -8.2% |
| 30D | +3.6% | +15.9% | -12.3% | -5.4% |
| 3M | -2.7% | +13.7% | -16.4% | -10.0% |
| 6M | -8.1% | +31.0% | -39.1% | -22.3% |
| YTD | -55.0% | -12.0% | -43.0% | -51.4% |
| 1Y | -55.8% | -11.5% | -44.3% | -52.4% |
| 3Y | -62.0% | +14.9% | -76.9% | -65.7% |
| 5Y | -62.9% | +20.1% | -83.0% | -68.1% |
| 10Y | +62.6% | +278.9% | -216.3% | -19.1% |
| All | +62.6% | +280.7% | -218.1% | -19.1% |
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