+113.9%
CNC vs CSGP
+63.3%
+50.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.7% | -1.3% | -4.8% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | +7.3% | +10.7% | -3.4% | +4.1% |
| 3M | +8.6% | +3.3% | +5.4% | +6.8% |
| 6M | +26.0% | -10.3% | +36.4% | +27.6% |
| YTD | +69.5% | -54.6% | +124.0% | +102.6% |
| 1Y | +88.0% | -54.6% | +142.6% | +124.8% |
| 3Y | -2.9% | -60.3% | +57.4% | +16.2% |
| 5Y | -6.0% | -63.3% | +57.3% | +12.5% |
| All | +113.9% | +63.3% | +50.6% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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