+3,264.4%
CSGP vs BRO
+4,009.7%
-745.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -1.7% |
| 7D | -4.1% | -2.6% | -1.5% | -2.9% |
| 30D | +2.3% | +0.9% | +1.4% | +2.0% |
| 3M | -8.2% | +24.8% | -32.9% | -16.6% |
| 6M | -35.1% | -0.1% | -35.0% | -35.0% |
| YTD | -54.0% | -9.7% | -44.3% | -52.2% |
| 1Y | -65.3% | -24.5% | -40.8% | -61.1% |
| 3Y | -62.6% | -1.6% | -60.9% | -63.6% |
| 5Y | -64.8% | +25.6% | -90.4% | -69.6% |
| 10Y | +45.1% | +309.8% | -264.8% | -25.0% |
| All | +3,264.4% | +4,009.7% | -745.4% | +727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling