+44.1%
CSGP vs CNH
+162.8%
-118.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.5% | -3.5% |
| 7D | -4.1% | +23.3% | -27.4% | -9.6% |
| 30D | +2.3% | +33.5% | -31.1% | -6.0% |
| 3M | -8.2% | +32.7% | -40.9% | -16.0% |
| 6M | -35.1% | +22.2% | -57.2% | -39.9% |
| YTD | -54.0% | +57.7% | -111.7% | -60.9% |
| 1Y | -65.3% | +28.0% | -93.3% | -68.5% |
| 3Y | -62.6% | +11.5% | -74.1% | -65.4% |
| 5Y | -64.8% | +11.9% | -76.7% | -68.2% |
| All | +44.1% | +162.8% | -118.6% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling