-63.6%
CSGP vs SN
+659.6%
-723.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.4% | -5.1% |
| 7D | +1.3% | +7.2% | -5.9% | +0.2% |
| 30D | +10.7% | +20.4% | -9.7% | +7.8% |
| 3M | +3.3% | +23.9% | -20.6% | 0.0% |
| 6M | -10.3% | +93.0% | -103.4% | -18.6% |
| YTD | -54.6% | +99.2% | -153.8% | -59.1% |
| 1Y | -54.6% | +142.6% | -197.2% | -60.5% |
| 3Y | -60.3% | +398.8% | -459.1% | -68.2% |
| All | -63.6% | +659.6% | -723.2% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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