+62.6%
CSGP vs SNY
+76.1%
-13.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -7.1% | +2.0% | -9.1% | -7.7% |
| 30D | +3.6% | +21.9% | -18.2% | -2.4% |
| 3M | -2.7% | +11.2% | -13.9% | -5.8% |
| 6M | -8.0% | +14.0% | -22.0% | -11.6% |
| YTD | -55.0% | +5.5% | -60.5% | -55.9% |
| 1Y | -55.8% | -1.1% | -54.6% | -55.8% |
| 3Y | -62.0% | +21.2% | -83.2% | -65.0% |
| 5Y | -62.9% | +16.4% | -79.3% | -66.3% |
| 10Y | +62.6% | +77.9% | -15.3% | +27.4% |
| All | +62.6% | +76.1% | -13.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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