-53.3%
CSGP vs CNH
+15.2%
-68.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +18.3% | +6.5% | +11.8% | +18.5% |
| 30D | +17.8% | -12.0% | +29.7% | +16.6% |
| 3M | +9.3% | +4.4% | +4.9% | +9.7% |
| 6M | -7.9% | +15.7% | -23.6% | -7.4% |
| YTD | -51.5% | +28.2% | -79.8% | -55.4% |
| 1Y | -53.3% | +14.8% | -68.1% | -55.0% |
| All | -53.3% | +15.2% | -68.6% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling