+3,225.2%
CSGP vs NI
+1,158.9%
+2,066.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.5% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | +10.7% | +9.6% | +1.0% | +7.3% |
| 3M | +3.3% | +2.5% | +0.8% | +2.3% |
| 6M | -10.3% | -5.8% | -4.5% | -8.7% |
| YTD | -54.6% | +8.6% | -63.1% | -56.1% |
| 1Y | -54.6% | +6.0% | -60.6% | -55.9% |
| 3Y | -60.3% | +91.0% | -151.4% | -68.7% |
| 5Y | -63.3% | +104.8% | -168.1% | -72.0% |
| 10Y | +66.5% | +176.7% | -110.2% | +11.0% |
| All | +3,225.2% | +1,158.9% | +2,066.3% | +956.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling