+62.9%
CSGP vs SNY
+75.4%
-12.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -3.2% | +6.4% | -9.6% | -5.0% |
| 30D | +2.2% | +20.4% | -18.1% | -3.4% |
| 3M | -3.7% | +10.9% | -14.6% | -6.6% |
| 6M | -7.4% | +11.4% | -18.8% | -10.4% |
| YTD | -54.9% | +5.0% | -59.9% | -55.8% |
| 1Y | -54.9% | +0.5% | -55.4% | -55.2% |
| 3Y | -61.9% | +20.7% | -82.6% | -64.8% |
| 5Y | -63.1% | +16.4% | -79.5% | -66.5% |
| All | +62.9% | +75.4% | -12.5% | +27.8% |
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