-65.8%
CSGP vs BRO
+21.8%
-87.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | +0.4% |
| 7D | -5.1% | -5.4% | +0.2% | -2.6% |
| 30D | +0.3% | -4.3% | +4.7% | +2.6% |
| 3M | -9.1% | +17.8% | -27.0% | -15.4% |
| 6M | -37.3% | -6.8% | -30.5% | -35.5% |
| YTD | -54.9% | -13.8% | -41.1% | -52.2% |
| 1Y | -65.5% | -27.8% | -37.7% | -60.6% |
| 3Y | -63.3% | -4.7% | -58.6% | -65.5% |
| 5Y | -65.8% | +20.6% | -86.4% | -72.7% |
| All | -65.8% | +21.8% | -87.5% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling