+39.8%
CSGP vs SNY
+64.3%
-24.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -6.9% | -3.6% | -3.3% | -5.9% |
| 30D | -5.2% | -1.9% | -3.3% | -4.6% |
| 3M | -13.8% | -2.0% | -11.9% | -13.2% |
| 6M | -36.3% | +2.5% | -38.9% | -36.8% |
| YTD | -56.1% | -7.0% | -49.2% | -55.4% |
| 1Y | -65.8% | -4.4% | -61.4% | -65.5% |
| 3Y | -64.3% | -8.4% | -55.9% | -64.3% |
| 5Y | -67.3% | +9.5% | -76.8% | -69.8% |
| All | +39.8% | +64.3% | -24.5% | +17.5% |
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