-65.9%
CSGP vs BROS
+8.6%
-74.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | -3.2% | -19.0% | +15.9% | -0.5% |
| 30D | +2.2% | -7.3% | +9.5% | +2.8% |
| 3M | -3.7% | -31.2% | +27.5% | +1.2% |
| 6M | -7.4% | -33.0% | +25.6% | -3.0% |
| YTD | -54.9% | -42.4% | -12.5% | -52.0% |
| 1Y | -54.9% | -37.7% | -17.1% | -52.6% |
| 3Y | -61.9% | +28.2% | -90.1% | -65.9% |
| 5Y | -63.1% | -43.4% | -19.8% | -64.9% |
| All | -65.9% | +8.6% | -74.5% | -67.8% |
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