-53.3%
CSGP vs NI
+9.5%
-62.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +4.0% |
| 7D | +18.3% | +3.9% | +14.4% | +18.3% |
| 30D | +17.8% | +15.3% | +2.5% | +18.5% |
| 3M | +9.3% | +2.4% | +6.9% | +9.0% |
| 6M | -7.9% | -4.5% | -3.4% | -8.1% |
| YTD | -51.5% | +11.4% | -62.9% | -52.2% |
| 1Y | -53.3% | +8.5% | -61.8% | -53.7% |
| All | -53.3% | +9.5% | -62.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling