-63.2%
CSGP vs CNH
-14.7%
-48.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.4% | -5.4% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | +10.7% | -7.2% | +17.9% | +12.6% |
| 3M | +3.3% | +6.5% | -3.3% | +0.5% |
| 6M | -10.3% | +7.9% | -18.2% | -13.9% |
| YTD | -54.6% | +26.6% | -81.2% | -59.4% |
| 1Y | -54.6% | +13.8% | -68.4% | -58.0% |
| 3Y | -60.3% | +9.2% | -69.5% | -63.9% |
| All | -63.2% | -14.7% | -48.6% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling