-63.2%
CSGP vs BROS
-50.1%
-13.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.3% |
| 7D | +1.3% | -21.2% | +22.5% | +4.8% |
| 30D | +10.7% | -11.6% | +22.2% | +12.3% |
| 3M | +3.3% | -36.7% | +40.0% | +10.4% |
| 6M | -10.3% | -42.8% | +32.5% | -3.2% |
| YTD | -54.6% | -44.8% | -9.7% | -51.0% |
| 1Y | -54.6% | -36.5% | -18.1% | -52.3% |
| 3Y | -60.3% | +27.0% | -87.3% | -65.3% |
| All | -63.2% | -50.1% | -13.1% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling