-64.8%
CSGP vs NI
+95.1%
-159.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -4.1% | +2.0% | -6.1% | -4.8% |
| 30D | +2.3% | -3.5% | +5.9% | +3.5% |
| 3M | -8.2% | -9.1% | +1.0% | -5.0% |
| 6M | -35.1% | -11.8% | -23.2% | -32.2% |
| YTD | -54.0% | +1.1% | -55.1% | -54.8% |
| 1Y | -65.3% | +6.7% | -72.0% | -66.7% |
| 3Y | -62.6% | +71.1% | -133.6% | -71.1% |
| All | -64.8% | +95.1% | -159.8% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling