+3,264.4%
CSGP vs CNP
+480.6%
+2,783.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.3% |
| 7D | -4.1% | +1.1% | -5.2% | -4.2% |
| 30D | +2.3% | -1.8% | +4.1% | +2.6% |
| 3M | -8.2% | -4.6% | -3.5% | -7.4% |
| 6M | -35.1% | -8.8% | -26.2% | -34.1% |
| YTD | -54.0% | +5.2% | -59.3% | -54.5% |
| 1Y | -65.3% | +8.3% | -73.6% | -65.9% |
| 3Y | -62.6% | +54.9% | -117.4% | -65.5% |
| 5Y | -64.8% | +73.5% | -138.3% | -68.1% |
| 10Y | +45.1% | +139.1% | -94.0% | +22.6% |
| All | +3,264.4% | +480.6% | +2,783.7% | +2,577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling