+1,509.1%
CSGP vs SNY
+253.7%
+1,255.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -4.1% | -1.3% | -2.8% | -3.6% |
| 30D | +2.3% | +3.4% | -1.1% | +1.1% |
| 3M | -8.2% | -0.3% | -7.9% | -8.0% |
| 6M | -35.1% | +1.0% | -36.1% | -35.4% |
| YTD | -54.0% | -3.6% | -50.4% | -53.7% |
| 1Y | -65.3% | +3.0% | -68.3% | -66.0% |
| 3Y | -62.6% | -4.3% | -58.2% | -63.4% |
| 5Y | -64.8% | +5.2% | -70.0% | -67.4% |
| 10Y | +45.1% | +70.2% | -25.1% | +7.5% |
| All | +1,509.1% | +253.7% | +1,255.4% | +748.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling