+44.1%
CSGP vs BWA
+151.8%
-107.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.1% |
| 7D | -4.1% | +5.7% | -9.7% | -5.3% |
| 30D | +2.3% | +1.4% | +0.9% | +1.7% |
| 3M | -8.2% | -12.1% | +3.9% | -6.0% |
| 6M | -35.1% | +28.6% | -63.6% | -40.3% |
| YTD | -54.0% | +51.1% | -105.1% | -60.5% |
| 1Y | -65.3% | +55.9% | -121.2% | -70.5% |
| 3Y | -62.6% | +70.1% | -132.7% | -69.7% |
| 5Y | -64.8% | +90.7% | -155.5% | -73.2% |
| All | +44.1% | +151.8% | -107.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling