+3,388.4%
CSGP vs BWA
+1,133.0%
+2,255.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | +0.2% |
| 7D | +13.9% | -10.8% | +24.7% | +18.0% |
| 30D | +16.0% | -25.0% | +41.0% | +26.7% |
| 3M | +6.1% | -28.6% | +34.7% | +17.1% |
| 6M | -8.2% | -16.6% | +8.4% | -5.5% |
| YTD | -52.3% | +6.3% | -58.7% | -56.1% |
| 1Y | -54.5% | +7.2% | -61.7% | -58.3% |
| 3Y | -58.6% | +48.2% | -106.8% | -66.7% |
| 5Y | -61.5% | +23.4% | -84.9% | -68.0% |
| 10Y | +74.7% | +84.0% | -9.4% | +13.6% |
| All | +3,388.4% | +1,133.0% | +2,255.4% | +867.9% |
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 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