+3,264.4%
CSGP vs BWA
+1,652.2%
+1,612.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.3% |
| 7D | -4.1% | +5.7% | -9.7% | -5.8% |
| 30D | +2.3% | +1.4% | +0.9% | +1.5% |
| 3M | -8.2% | -12.1% | +3.9% | -5.4% |
| 6M | -35.1% | +28.6% | -63.6% | -41.9% |
| YTD | -54.0% | +51.1% | -105.1% | -62.0% |
| 1Y | -65.3% | +55.9% | -121.2% | -71.7% |
| 3Y | -62.6% | +70.1% | -132.7% | -71.0% |
| 5Y | -64.8% | +90.7% | -155.5% | -74.6% |
| 10Y | +45.1% | +154.0% | -108.9% | -14.4% |
| All | +3,264.4% | +1,652.2% | +1,612.2% | +739.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling