-61.8%
CSGP vs SN
+639.7%
-701.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | +13.9% | +3.8% | +10.1% | +13.3% |
| 30D | +16.0% | +17.5% | -1.5% | +13.4% |
| 3M | +6.1% | +19.2% | -13.1% | +3.3% |
| 6M | -8.2% | +84.9% | -93.1% | -16.1% |
| YTD | -52.3% | +94.0% | -146.4% | -57.0% |
| 1Y | -54.5% | +151.3% | -205.8% | -60.7% |
| 3Y | -58.6% | +387.1% | -445.6% | -66.7% |
| All | -61.8% | +639.7% | -701.6% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling