+65.1%
CSGP vs CNI
+140.5%
-75.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -3.2% | +0.4% | -3.5% | -3.3% |
| 30D | +2.2% | +7.6% | -5.4% | -1.3% |
| 3M | -3.7% | +1.9% | -5.5% | -4.4% |
| 6M | -7.4% | +14.8% | -22.2% | -13.8% |
| YTD | -54.9% | +30.5% | -85.4% | -61.1% |
| 1Y | -54.9% | +36.5% | -91.3% | -62.1% |
| 3Y | -61.9% | +20.7% | -82.6% | -66.5% |
| 5Y | -63.1% | +7.0% | -70.1% | -65.5% |
| 10Y | +65.1% | +136.0% | -70.8% | +5.9% |
| All | +65.1% | +140.5% | -75.4% | +5.9% |
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