-7.4%
CNC vs CSGP
-63.4%
+56.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -5.3% | -6.1% | +0.8% | -4.5% |
| 30D | +2.0% | +0.3% | +1.7% | +1.9% |
| 3M | +4.8% | -1.3% | +6.1% | +4.6% |
| 6M | +18.5% | -8.9% | +27.4% | +19.2% |
| YTD | +70.8% | -55.2% | +126.0% | +86.9% |
| 1Y | +94.1% | -56.4% | +150.5% | +113.1% |
| 3Y | -2.2% | -62.2% | +60.0% | +7.5% |
| 5Y | -7.4% | -63.7% | +56.3% | +6.6% |
| All | -7.4% | -63.4% | +56.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling