+62.6%
CSGP vs BRO
+307.7%
-245.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -7.1% | -3.4% | -3.7% | -5.3% |
| 30D | +3.6% | +12.4% | -8.8% | -2.3% |
| 3M | -2.7% | +0.4% | -3.2% | -2.4% |
| 6M | -8.1% | +29.6% | -37.7% | -19.2% |
| YTD | -55.0% | -9.5% | -45.5% | -52.8% |
| 1Y | -55.8% | -9.9% | -45.9% | -53.6% |
| 3Y | -62.0% | +0.2% | -62.2% | -64.3% |
| 5Y | -62.9% | +16.3% | -79.2% | -68.8% |
| 10Y | +62.6% | +297.2% | -234.6% | -26.6% |
| All | +62.6% | +307.7% | -245.1% | -26.6% |
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