+67.3%
CSGP vs CPB
-39.9%
+107.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.4% | +2.5% |
| 7D | -1.8% | +3.3% | -5.1% | -2.5% |
| 30D | +5.3% | +19.0% | -13.7% | +1.4% |
| 3M | +3.3% | +0.4% | +2.9% | +3.0% |
| 6M | -4.7% | +13.0% | -17.6% | -7.1% |
| YTD | -53.5% | -12.7% | -40.8% | -52.6% |
| 1Y | -53.7% | -20.9% | -32.9% | -52.1% |
| 3Y | -59.7% | -35.4% | -24.3% | -57.1% |
| 5Y | -62.5% | -32.3% | -30.2% | -60.7% |
| 10Y | +67.3% | -40.5% | +107.8% | +66.9% |
| All | +67.3% | -39.9% | +107.2% | +66.9% |
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