+73.3%
CSGP vs CPB
-37.5%
+110.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | +13.9% | +11.6% | +2.3% | +11.1% |
| 30D | +16.0% | +23.3% | -7.3% | +10.9% |
| 3M | +6.1% | +1.6% | +4.4% | +5.4% |
| 6M | -8.2% | +13.9% | -22.1% | -10.7% |
| YTD | -52.3% | -11.7% | -40.7% | -51.6% |
| 1Y | -54.5% | -18.2% | -36.3% | -53.2% |
| 3Y | -58.6% | -35.2% | -23.4% | -56.0% |
| 5Y | -61.5% | -30.5% | -31.0% | -59.9% |
| All | +73.3% | -37.5% | +110.9% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling