-64.2%
CSGP vs BRKR
-11.6%
-52.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -6.9% | -9.8% | +2.9% | -5.3% |
| 30D | -5.2% | -6.1% | +0.8% | -4.5% |
| 3M | -13.8% | -2.4% | -11.5% | -14.9% |
| 6M | -36.3% | +46.7% | -83.0% | -43.3% |
| YTD | -56.1% | +14.0% | -70.1% | -58.8% |
| 1Y | -65.8% | +76.5% | -142.4% | -71.3% |
| All | -64.2% | -11.6% | -52.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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