+62.6%
CSGP vs CNI
+138.5%
-75.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -7.1% | -1.1% | -6.0% | -6.5% |
| 30D | +3.6% | +7.6% | -4.0% | 0.0% |
| 3M | -2.7% | +1.6% | -4.3% | -3.4% |
| 6M | -8.0% | +16.6% | -24.6% | -15.1% |
| YTD | -55.0% | +31.3% | -86.3% | -61.3% |
| 1Y | -55.8% | +35.2% | -91.0% | -62.6% |
| 3Y | -62.0% | +21.5% | -83.5% | -66.7% |
| 5Y | -62.9% | +8.5% | -71.4% | -65.6% |
| 10Y | +62.6% | +142.9% | -80.3% | +1.6% |
| All | +62.6% | +138.5% | -75.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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