-53.3%
CSGP vs BRO
-3.8%
-49.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +1.0% |
| 7D | +18.3% | +12.2% | +6.1% | +9.2% |
| 30D | +17.8% | +21.3% | -3.5% | +4.8% |
| 3M | +9.3% | +4.1% | +5.2% | +6.0% |
| 6M | -7.9% | +28.9% | -36.8% | -18.3% |
| YTD | -51.5% | -6.6% | -45.0% | -53.9% |
| 1Y | -53.3% | -5.6% | -47.8% | -56.0% |
| All | -53.3% | -3.8% | -49.5% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling