+65.1%
CSGP vs NI
+181.4%
-116.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -3.2% | +1.5% | -4.7% | -3.6% |
| 30D | +2.2% | +11.9% | -9.6% | -1.6% |
| 3M | -3.7% | +9.1% | -12.8% | -6.6% |
| 6M | -7.4% | -1.8% | -5.7% | -7.1% |
| YTD | -54.9% | +11.4% | -66.3% | -56.9% |
| 1Y | -54.9% | +6.4% | -61.3% | -56.2% |
| 3Y | -61.9% | +98.2% | -160.2% | -70.8% |
| 5Y | -63.1% | +110.1% | -173.2% | -72.4% |
| 10Y | +65.1% | +189.0% | -123.8% | +20.0% |
| All | +65.1% | +181.4% | -116.3% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling