-2.9%
CNC vs CSGP
-60.4%
+57.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.7% | -1.3% | -5.6% |
| 7D | +1.9% | +1.3% | +0.6% | +1.9% |
| 30D | +7.3% | +10.7% | -3.4% | +6.6% |
| 3M | +8.6% | +3.3% | +5.4% | +8.4% |
| 6M | +26.0% | -10.3% | +36.4% | +26.7% |
| YTD | +69.5% | -54.6% | +124.0% | +78.3% |
| 1Y | +88.0% | -54.6% | +142.6% | +97.7% |
| 3Y | -2.9% | -60.3% | +57.4% | +0.7% |
| All | -2.9% | -60.4% | +57.5% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling