-53.5%
CSGP vs BR
-10.8%
-42.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.3% |
| 7D | -1.8% | +4.4% | -6.2% | -5.5% |
| 30D | +5.3% | +16.3% | -11.0% | -7.1% |
| 3M | +3.3% | +16.2% | -12.9% | -8.7% |
| 6M | -4.7% | +30.3% | -35.0% | -23.6% |
| YTD | -53.5% | -12.2% | -41.3% | -49.0% |
| All | -53.5% | -10.8% | -42.7% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling