+60.0%
CSGP vs BWA
+94.2%
-34.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +1.3% | +4.3% | -2.9% | +0.4% |
| 30D | +2.8% | -13.0% | +15.8% | +5.7% |
| 3M | -6.3% | -24.8% | +18.5% | -0.8% |
| 6M | -3.2% | -23.5% | +20.4% | +1.1% |
| YTD | -54.0% | +13.8% | -67.8% | -58.0% |
| 1Y | -54.8% | +13.4% | -68.3% | -58.8% |
| 3Y | -60.6% | +62.8% | -123.3% | -68.3% |
| 5Y | -62.6% | +28.5% | -91.1% | -68.8% |
| All | +60.0% | +94.2% | -34.2% | +12.3% |
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