-60.3%
CSGP vs PBR
+64.0%
-124.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.2% | -4.6% |
| 7D | +1.3% | -16.0% | +17.2% | +2.7% |
| 30D | +10.7% | -22.8% | +33.4% | +12.9% |
| 3M | +3.3% | +3.0% | +0.3% | +2.3% |
| 6M | -10.3% | -8.1% | -2.3% | -10.0% |
| YTD | -54.6% | +63.1% | -117.7% | -58.8% |
| 1Y | -54.6% | +59.3% | -113.9% | -58.8% |
| 3Y | -60.3% | +66.1% | -126.5% | -64.8% |
| All | -60.3% | +64.0% | -124.4% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling