-60.3%
CSGP vs BR
+13.3%
-73.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -3.4% |
| 7D | +1.3% | +6.5% | -5.2% | -3.2% |
| 30D | +10.7% | +18.9% | -8.2% | -1.5% |
| 3M | +3.3% | +16.3% | -13.0% | -6.5% |
| 6M | -10.3% | +26.2% | -36.5% | -23.3% |
| YTD | -54.6% | -13.1% | -41.5% | -51.6% |
| 1Y | -54.6% | -10.5% | -44.2% | -52.5% |
| 3Y | -60.3% | +13.3% | -73.7% | -64.9% |
| All | -60.3% | +13.3% | -73.6% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling