+100.0%
CNC vs CSGP
+44.3%
+55.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.8% |
| 7D | +3.5% | -4.1% | +7.6% | +4.6% |
| 30D | +0.1% | +2.3% | -2.2% | -0.8% |
| 3M | +6.9% | -8.2% | +15.1% | +8.4% |
| 6M | +49.0% | -35.1% | +84.1% | +64.8% |
| YTD | +62.9% | -54.0% | +116.9% | +95.6% |
| 1Y | +134.0% | -65.3% | +199.3% | +203.1% |
| 3Y | +9.4% | -62.6% | +72.0% | +34.4% |
| 5Y | +4.1% | -64.8% | +69.0% | +27.3% |
| All | +100.0% | +44.3% | +55.7% | +58.4% |
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