+584.0%
CSGP vs BR
+1,321.0%
-737.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +0.9% | -0.6% |
| 7D | -4.1% | -5.3% | +1.2% | -1.1% |
| 30D | +2.3% | +6.4% | -4.1% | -1.0% |
| 3M | -8.2% | +13.6% | -21.8% | -14.4% |
| 6M | -35.1% | -6.7% | -28.4% | -32.6% |
| YTD | -54.0% | -21.1% | -32.9% | -47.7% |
| 1Y | -65.3% | -29.6% | -35.7% | -58.0% |
| 3Y | -62.6% | -2.4% | -60.2% | -62.4% |
| 5Y | -64.8% | +11.2% | -76.1% | -67.3% |
| 10Y | +45.1% | +191.8% | -146.7% | -19.3% |
| All | +584.0% | +1,321.0% | -737.0% | +77.1% |
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 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