-61.5%
CSGP vs CPB
-31.1%
-30.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.8% |
| 7D | +13.9% | +11.6% | +2.3% | +10.4% |
| 30D | +16.0% | +23.3% | -7.3% | +9.7% |
| 3M | +6.1% | +1.6% | +4.4% | +5.0% |
| 6M | -8.2% | +13.9% | -22.1% | -11.3% |
| YTD | -52.3% | -11.7% | -40.7% | -51.8% |
| 1Y | -54.5% | -18.2% | -36.3% | -53.5% |
| 3Y | -58.6% | -35.2% | -23.4% | -56.2% |
| 5Y | -61.5% | -30.5% | -31.0% | -59.6% |
| All | -61.5% | -31.1% | -30.4% | -59.6% |
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 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