-62.8%
CSGP vs CNI
+16.3%
-79.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | -2.1% | -2.0% | -3.5% |
| 30D | +2.3% | -3.3% | +5.6% | +3.3% |
| 3M | -8.2% | +3.8% | -12.0% | -9.3% |
| 6M | -35.1% | +12.7% | -47.7% | -37.6% |
| YTD | -54.0% | +26.3% | -80.3% | -57.6% |
| 1Y | -65.3% | +29.9% | -95.2% | -68.4% |
| All | -62.8% | +16.3% | -79.1% | -67.1% |
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