+90.9%
CSGP vs CNH
+28.6%
+62.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.6% |
| 7D | +13.9% | -0.4% | +14.2% | +14.1% |
| 30D | +16.0% | -15.2% | +31.2% | +21.0% |
| 3M | +6.1% | +4.3% | +1.8% | +3.8% |
| 6M | -8.2% | +10.1% | -18.2% | -12.5% |
| YTD | -52.3% | +23.2% | -75.5% | -56.7% |
| 1Y | -54.5% | +8.5% | -63.0% | -57.1% |
| 3Y | -58.6% | +4.1% | -62.6% | -61.3% |
| 5Y | -61.5% | -17.8% | -43.7% | -62.3% |
| 10Y | +74.7% | +113.3% | -38.7% | +21.1% |
| All | +90.9% | +28.6% | +62.2% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling