+65.2%
CSGP vs CPB
-38.3%
+103.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.4% |
| 7D | +1.3% | +8.0% | -6.7% | -0.5% |
| 30D | +10.7% | +22.4% | -11.7% | +6.0% |
| 3M | +3.3% | +2.5% | +0.8% | +2.5% |
| 6M | -10.3% | +12.2% | -22.5% | -12.5% |
| YTD | -54.6% | -12.8% | -41.8% | -53.7% |
| 1Y | -54.6% | -19.2% | -35.5% | -53.2% |
| 3Y | -60.3% | -35.6% | -24.8% | -57.8% |
| 5Y | -63.3% | -31.4% | -31.9% | -61.6% |
| All | +65.2% | -38.3% | +103.5% | +66.1% |
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