-54.6%
CSGP vs CNI
+31.4%
-86.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -4.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | +10.7% | +7.2% | +3.5% | +9.3% |
| 3M | +3.3% | -1.3% | +4.6% | +3.6% |
| 6M | -10.3% | +11.8% | -22.1% | -11.9% |
| YTD | -54.6% | +27.7% | -82.2% | -56.3% |
| 1Y | -54.6% | +33.5% | -88.1% | -57.4% |
| All | -54.6% | +31.4% | -86.0% | -57.4% |
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