-58.4%
CSGP vs BWA
+47.7%
-106.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | -1.3% |
| 7D | +13.9% | -10.8% | +24.7% | +14.7% |
| 30D | +16.0% | -25.0% | +41.0% | +18.3% |
| 3M | +6.1% | -28.6% | +34.7% | +8.5% |
| 6M | -8.2% | -16.6% | +8.4% | -9.4% |
| YTD | -52.3% | +6.3% | -58.7% | -57.5% |
| 1Y | -54.5% | +7.2% | -61.7% | -59.6% |
| All | -58.4% | +47.7% | -106.1% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling