-62.5%
CSGP vs BROS
-47.0%
-15.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.6% | -4.4% | +1.2% |
| 7D | -1.8% | -17.9% | +16.1% | +0.9% |
| 30D | +5.3% | -5.4% | +10.7% | +5.6% |
| 3M | +3.3% | -32.1% | +35.4% | +9.2% |
| 6M | -4.7% | -31.7% | +27.0% | 0.0% |
| YTD | -53.5% | -41.2% | -12.4% | -50.4% |
| 1Y | -53.7% | -32.6% | -21.1% | -51.8% |
| 3Y | -59.7% | +32.7% | -92.4% | -65.0% |
| 5Y | -62.5% | -44.2% | -18.2% | -63.3% |
| All | -62.5% | -47.0% | -15.4% | -63.3% |
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