-53.3%
CSGP vs BUD
+38.4%
-91.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.0% |
| 7D | +18.3% | +3.3% | +15.0% | +17.0% |
| 30D | +17.8% | +11.8% | +6.0% | +15.0% |
| 3M | +9.3% | -1.1% | +10.3% | +7.7% |
| 6M | -7.9% | +14.9% | -22.8% | -8.5% |
| YTD | -51.5% | +32.6% | -84.1% | -53.8% |
| 1Y | -53.3% | +37.2% | -90.5% | -56.1% |
| All | -53.3% | +38.4% | -91.7% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling