-54.9%
CSGP vs NI
+7.1%
-62.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -3.2% | +1.5% | -4.7% | -3.2% |
| 30D | +2.2% | +11.9% | -9.6% | +2.6% |
| 3M | -3.7% | +9.1% | -12.8% | -3.7% |
| 6M | -7.4% | -1.8% | -5.7% | -7.3% |
| YTD | -54.9% | +11.4% | -66.3% | -55.4% |
| 1Y | -54.9% | +6.4% | -61.3% | -54.6% |
| All | -54.9% | +7.1% | -62.0% | -54.6% |
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