-63.2%
CSGP vs CNP
+73.6%
-136.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -5.4% |
| 7D | +1.3% | -4.2% | +5.5% | +2.9% |
| 30D | +10.7% | +5.5% | +5.2% | +8.3% |
| 3M | +3.3% | +0.6% | +2.7% | +2.8% |
| 6M | -10.3% | -2.8% | -7.5% | -9.5% |
| YTD | -54.6% | +7.9% | -62.4% | -56.5% |
| 1Y | -54.6% | +6.7% | -61.3% | -56.4% |
| 3Y | -60.3% | +61.1% | -121.5% | -69.5% |
| All | -63.2% | +73.6% | -136.8% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling