-61.5%
CSGP vs BWA
+22.8%
-84.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | -0.6% |
| 7D | +13.9% | -10.8% | +24.7% | +16.2% |
| 30D | +16.0% | -25.0% | +41.0% | +22.1% |
| 3M | +6.1% | -28.6% | +34.7% | +12.4% |
| 6M | -8.2% | -16.6% | +8.4% | -7.8% |
| YTD | -52.3% | +6.3% | -58.7% | -57.0% |
| 1Y | -54.5% | +7.2% | -61.7% | -59.1% |
| 3Y | -58.6% | +48.2% | -106.8% | -67.8% |
| 5Y | -61.5% | +23.4% | -84.9% | -70.7% |
| All | -61.5% | +22.8% | -84.3% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling