-62.8%
CSGP vs SN
+389.7%
-452.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -4.1% | -9.3% | +5.3% | -2.6% |
| 30D | +2.3% | -4.8% | +7.1% | +3.0% |
| 3M | -8.2% | +40.4% | -48.6% | -13.3% |
| 6M | -35.1% | +50.9% | -86.0% | -39.6% |
| YTD | -54.0% | +54.9% | -109.0% | -57.6% |
| 1Y | -65.3% | +43.0% | -108.3% | -67.6% |
| All | -62.8% | +389.7% | -452.5% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling