-65.5%
CSGP vs CNI
+29.6%
-95.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -5.1% | +2.5% | -7.6% | -5.7% |
| 30D | +0.3% | -2.5% | +2.8% | +0.9% |
| 3M | -9.1% | +2.7% | -11.9% | -9.8% |
| 6M | -37.3% | +16.9% | -54.2% | -39.8% |
| YTD | -54.9% | +26.3% | -81.2% | -57.7% |
| 1Y | -65.5% | +31.1% | -96.7% | -68.4% |
| All | -65.5% | +29.6% | -95.1% | -68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling