+1,018.9%
CSGP vs PBR
+1,797.5%
-778.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | -4.1% | +8.6% | -12.6% | -5.6% |
| 30D | +2.3% | +12.8% | -10.5% | 0.0% |
| 3M | -8.2% | +14.7% | -22.8% | -10.8% |
| 6M | -35.1% | +25.2% | -60.2% | -38.2% |
| YTD | -54.0% | +77.1% | -131.2% | -59.1% |
| 1Y | -65.3% | +69.6% | -134.9% | -68.9% |
| 3Y | -62.6% | +95.6% | -158.1% | -67.8% |
| 5Y | -64.8% | +501.8% | -566.6% | -76.5% |
| 10Y | +45.1% | +640.6% | -595.5% | -18.9% |
| All | +1,018.9% | +1,797.5% | -778.6% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling