-63.1%
CSGP vs HRB
+140.6%
-203.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.3% |
| 7D | +1.3% | -5.1% | +6.4% | +2.9% |
| 30D | +2.8% | +8.7% | -5.8% | +0.6% |
| 3M | -6.3% | -5.4% | -0.9% | -4.9% |
| 6M | -3.2% | +41.6% | -44.7% | -12.6% |
| YTD | -54.0% | +18.7% | -72.6% | -57.0% |
| 1Y | -54.8% | +16.4% | -71.3% | -57.6% |
| 3Y | -60.6% | +22.0% | -82.6% | -63.9% |
| All | -63.1% | +140.6% | -203.7% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling