+62.9%
CSGP vs BRO
+310.5%
-247.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.6% |
| 7D | -3.2% | +1.6% | -4.8% | -4.0% |
| 30D | +2.2% | +14.6% | -12.4% | -4.6% |
| 3M | -3.7% | +0.9% | -4.5% | -3.6% |
| 6M | -7.4% | +28.3% | -35.8% | -18.2% |
| YTD | -54.9% | -8.9% | -46.0% | -52.9% |
| 1Y | -54.9% | -7.5% | -47.4% | -53.3% |
| 3Y | -61.9% | +0.9% | -62.8% | -64.4% |
| 5Y | -63.1% | +18.0% | -81.1% | -69.2% |
| All | +62.9% | +310.5% | -247.6% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling