+609.2%
CSGP vs BR
+1,493.9%
-884.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -3.0% |
| 7D | +13.9% | +8.9% | +5.0% | +8.6% |
| 30D | +16.0% | +22.2% | -6.2% | +4.1% |
| 3M | +6.1% | +19.4% | -13.3% | -3.4% |
| 6M | -8.2% | +29.1% | -37.3% | -19.9% |
| YTD | -52.3% | -11.5% | -40.8% | -48.9% |
| 1Y | -54.5% | -9.3% | -45.2% | -51.9% |
| 3Y | -58.6% | +15.6% | -74.2% | -62.0% |
| 5Y | -61.5% | +22.1% | -83.6% | -66.0% |
| 10Y | +74.7% | +260.8% | -186.1% | -12.9% |
| All | +609.2% | +1,493.9% | -884.7% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling