+73.3%
CSGP vs CNP
+134.0%
-60.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.7% |
| 7D | +13.9% | -5.3% | +19.2% | +16.0% |
| 30D | +16.0% | +3.7% | +12.3% | +14.6% |
| 3M | +6.1% | -1.1% | +7.2% | +6.3% |
| 6M | -8.2% | -7.1% | -1.0% | -6.0% |
| YTD | -52.3% | +6.0% | -58.4% | -53.6% |
| 1Y | -54.5% | +5.2% | -59.7% | -55.7% |
| 3Y | -58.6% | +57.5% | -116.1% | -65.5% |
| 5Y | -61.5% | +70.0% | -131.5% | -68.8% |
| All | +73.3% | +134.0% | -60.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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