-62.8%
CSGP vs BR
-2.4%
-60.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +0.9% | -0.2% |
| 7D | -4.1% | -5.3% | +1.2% | -0.6% |
| 30D | +2.3% | +6.4% | -4.1% | -1.6% |
| 3M | -8.2% | +13.6% | -21.8% | -15.7% |
| 6M | -35.1% | -6.7% | -28.4% | -33.0% |
| YTD | -54.0% | -21.1% | -32.9% | -47.7% |
| 1Y | -65.3% | -29.6% | -35.7% | -58.2% |
| All | -62.8% | -2.4% | -60.4% | -62.8% |
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