+65.2%
CSGP vs PBF
+276.6%
-211.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.4% | +1.1% | -5.5% |
| 7D | +1.3% | -13.8% | +15.0% | +2.7% |
| 30D | +10.7% | -19.6% | +30.3% | +13.1% |
| 3M | +3.3% | +10.3% | -7.0% | +1.8% |
| 6M | -10.3% | +63.4% | -73.8% | -15.7% |
| YTD | -54.6% | +152.6% | -207.2% | -59.7% |
| 1Y | -54.6% | +87.4% | -142.0% | -58.5% |
| 3Y | -60.3% | +63.3% | -123.6% | -64.2% |
| 5Y | -63.3% | +412.5% | -475.8% | -72.1% |
| All | +65.2% | +276.6% | -211.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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