+3,446.1%
CSGP vs CPB
+1.2%
+3,444.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +2.7% |
| 7D | +18.3% | +13.0% | +5.3% | +15.2% |
| 30D | +17.8% | +20.5% | -2.7% | +13.3% |
| 3M | +9.3% | +2.2% | +7.1% | +8.7% |
| 6M | -7.9% | +15.4% | -23.3% | -10.6% |
| YTD | -51.5% | -12.3% | -39.2% | -50.4% |
| 1Y | -53.3% | -18.0% | -35.3% | -51.6% |
| 3Y | -57.9% | -35.7% | -22.2% | -54.6% |
| 5Y | -61.3% | -31.4% | -29.9% | -59.2% |
| 10Y | +77.5% | -37.6% | +115.1% | +85.2% |
| All | +3,446.1% | +1.2% | +3,444.9% | +3,093.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling