-62.9%
CSGP vs CPB
-33.9%
-29.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -7.1% | -4.1% | -3.0% | -6.0% |
| 30D | +3.6% | +16.9% | -13.3% | -0.5% |
| 3M | -2.7% | -0.6% | -2.2% | -2.9% |
| 6M | -8.1% | +11.4% | -19.4% | -10.4% |
| YTD | -55.0% | -14.8% | -40.2% | -54.0% |
| 1Y | -55.8% | -24.8% | -31.0% | -53.9% |
| 3Y | -62.0% | -36.6% | -25.4% | -59.4% |
| 5Y | -62.9% | -33.3% | -29.6% | -60.3% |
| All | -62.9% | -33.9% | -29.1% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling