-63.3%
CSGP vs SNY
-7.5%
-55.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.4% |
| 7D | -5.1% | -2.7% | -2.4% | -4.6% |
| 30D | +0.3% | -0.7% | +1.0% | +0.5% |
| 3M | -9.1% | -1.7% | -7.5% | -8.8% |
| 6M | -37.3% | +2.2% | -39.5% | -37.4% |
| YTD | -54.9% | -6.0% | -48.9% | -54.4% |
| 1Y | -65.5% | -2.7% | -62.9% | -65.4% |
| 3Y | -63.3% | -7.5% | -55.8% | -62.7% |
| All | -63.3% | -7.5% | -55.7% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling