-35.1%
CSGP vs BROS
-12.6%
-22.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.5% |
| 7D | -4.1% | -6.7% | +2.6% | -3.3% |
| 30D | +2.3% | -29.1% | +31.4% | +6.1% |
| 3M | -8.2% | -16.7% | +8.5% | -5.6% |
| 6M | -35.1% | -11.6% | -23.5% | -34.9% |
| All | -35.1% | -12.6% | -22.5% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling