-64.0%
CSGP vs BROS
+6.4%
-70.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -21.4% | +19.8% | +1.5% |
| 7D | +13.9% | -21.4% | +35.3% | +17.5% |
| 30D | +16.0% | -11.5% | +27.5% | +17.5% |
| 3M | +6.1% | -47.4% | +53.4% | +15.5% |
| 6M | -8.2% | -39.5% | +31.4% | -2.4% |
| YTD | -52.3% | -43.5% | -8.8% | -49.1% |
| 1Y | -54.5% | -37.8% | -16.7% | -52.2% |
| 3Y | -58.6% | +30.5% | -89.1% | -63.0% |
| 5Y | -61.5% | -49.1% | -12.4% | -63.1% |
| All | -64.0% | +6.4% | -70.3% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling