-63.2%
CSGP vs SN
+490.7%
-553.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | -4.1% | -9.3% | +5.3% | -2.8% |
| 30D | +2.3% | -4.8% | +7.1% | +2.9% |
| 3M | -8.2% | +40.4% | -48.6% | -12.6% |
| 6M | -35.1% | +50.9% | -86.0% | -39.0% |
| YTD | -54.0% | +54.9% | -109.0% | -57.1% |
| 1Y | -65.3% | +43.0% | -108.3% | -67.3% |
| 3Y | -62.6% | +391.8% | -454.4% | -68.9% |
| All | -63.2% | +490.7% | -553.9% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling