+4,765.6%
CNC vs CSGP
+1,412.4%
+3,353.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 3M | +8.6% | +3.3% | +5.4% | +6.7% |
| 6M | +26.0% | -10.3% | +36.4% | +27.5% |
| YTD | +69.5% | -54.6% | +124.0% | +101.3% |
| 1Y | +88.0% | -54.6% | +142.6% | +123.4% |
| 3Y | -2.9% | -60.3% | +57.4% | +16.1% |
| 5Y | -6.0% | -63.3% | +57.3% | +11.3% |
| 10Y | +126.4% | +66.5% | +59.9% | +75.7% |
| All | +4,765.6% | +1,412.4% | +3,353.2% | +2,410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling