-53.3%
CSGP vs CPB
-18.4%
-34.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +1.0% |
| 7D | +18.3% | +13.0% | +5.3% | +11.3% |
| 30D | +17.8% | +20.5% | -2.7% | +7.8% |
| 3M | +9.3% | +2.2% | +7.1% | +6.7% |
| 6M | -7.9% | +15.4% | -23.3% | -13.6% |
| YTD | -51.5% | -12.3% | -39.2% | -52.0% |
| 1Y | -53.3% | -18.0% | -35.3% | -53.7% |
| All | -53.3% | -18.4% | -34.9% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling