+65.2%
CSGP vs CNP
+138.0%
-72.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -5.3% |
| 7D | +1.3% | -4.2% | +5.5% | +2.7% |
| 30D | +10.7% | +5.5% | +5.2% | +8.6% |
| 3M | +3.3% | +0.6% | +2.7% | +2.9% |
| 6M | -10.3% | -2.8% | -7.5% | -9.7% |
| YTD | -54.6% | +7.9% | -62.4% | -56.1% |
| 1Y | -54.6% | +6.7% | -61.3% | -56.0% |
| 3Y | -60.3% | +61.1% | -121.5% | -67.2% |
| 5Y | -63.3% | +73.0% | -136.3% | -70.4% |
| All | +65.2% | +138.0% | -72.8% | +9.8% |
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