-61.7%
CSGP vs CNI
+22.0%
-83.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -6.1% | +1.0% | -7.1% | -6.4% |
| 30D | +0.3% | +7.5% | -7.1% | -1.8% |
| 3M | -1.3% | +1.7% | -3.0% | -1.8% |
| 6M | -8.9% | +15.4% | -24.4% | -12.8% |
| YTD | -55.2% | +31.5% | -86.7% | -59.1% |
| 1Y | -56.4% | +32.8% | -89.2% | -60.4% |
| All | -61.7% | +22.0% | -83.7% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling