+44.1%
CSGP vs HRB
+236.9%
-192.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -1.4% |
| 7D | -4.1% | -5.7% | +1.6% | -2.6% |
| 30D | +2.3% | +7.9% | -5.6% | -0.2% |
| 3M | -8.2% | +32.1% | -40.3% | -15.0% |
| 6M | -35.1% | +62.2% | -97.3% | -43.3% |
| YTD | -54.0% | +16.4% | -70.4% | -56.5% |
| 1Y | -65.3% | -0.3% | -65.0% | -66.0% |
| 3Y | -62.6% | +36.0% | -98.6% | -66.4% |
| 5Y | -64.8% | +125.2% | -190.0% | -72.5% |
| All | +44.1% | +236.9% | -192.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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