-65.7%
CSGP vs BROS
+3.9%
-69.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.3% |
| 7D | +1.3% | -21.2% | +22.5% | +4.5% |
| 30D | +10.7% | -11.6% | +22.2% | +12.1% |
| 3M | +3.3% | -36.7% | +40.0% | +9.7% |
| 6M | -10.3% | -42.8% | +32.5% | -3.9% |
| YTD | -54.6% | -44.8% | -9.7% | -51.3% |
| 1Y | -54.6% | -36.5% | -18.1% | -52.5% |
| 3Y | -60.3% | +27.0% | -87.3% | -64.4% |
| 5Y | -63.3% | -50.3% | -13.0% | -64.7% |
| All | -65.7% | +3.9% | -69.6% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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