-58.4%
CSGP vs CPB
-35.1%
-23.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.9% |
| 7D | +13.9% | +11.6% | +2.3% | +9.4% |
| 30D | +16.0% | +23.3% | -7.3% | +7.9% |
| 3M | +6.1% | +1.6% | +4.4% | +4.7% |
| 6M | -8.2% | +13.9% | -22.1% | -12.2% |
| YTD | -52.3% | -11.7% | -40.7% | -51.7% |
| 1Y | -54.5% | -18.2% | -36.3% | -53.1% |
| All | -58.4% | -35.1% | -23.2% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling