+65.2%
CSGP vs HRB
+249.6%
-184.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.5% | -3.6% |
| 7D | +1.3% | +2.7% | -1.4% | +0.6% |
| 30D | +10.7% | +22.1% | -11.4% | +5.4% |
| 3M | +3.3% | +15.7% | -12.4% | -0.9% |
| 6M | -10.3% | +83.3% | -93.7% | -23.9% |
| YTD | -54.6% | +25.0% | -79.6% | -57.8% |
| 1Y | -54.6% | +6.9% | -61.6% | -56.3% |
| 3Y | -60.3% | +39.0% | -99.4% | -64.5% |
| 5Y | -63.3% | +146.4% | -209.7% | -71.8% |
| All | +65.2% | +249.6% | -184.4% | +9.7% |
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