+43.0%
CSGP vs BR
+191.0%
-148.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +0.9% | -0.3% |
| 7D | -4.1% | -5.3% | +1.2% | -0.7% |
| 30D | +2.3% | +6.4% | -4.1% | -1.5% |
| 3M | -8.2% | +13.6% | -21.8% | -15.3% |
| 6M | -35.1% | -6.7% | -28.4% | -32.5% |
| YTD | -54.0% | -21.1% | -32.9% | -46.9% |
| 1Y | -65.3% | -29.6% | -35.7% | -57.1% |
| 3Y | -62.6% | -2.4% | -60.2% | -62.7% |
| 5Y | -64.8% | +11.2% | -76.1% | -68.2% |
| All | +43.0% | +191.0% | -148.0% | -17.7% |
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