+55.6%
CSGP vs NOC
+159.4%
-103.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -6.1% | +4.5% | -10.6% | -7.2% |
| 30D | +0.3% | +14.1% | -13.7% | -3.2% |
| 3M | -1.3% | -4.5% | +3.1% | -0.3% |
| 6M | -8.9% | -0.8% | -8.2% | -9.1% |
| YTD | -55.2% | -2.5% | -52.7% | -55.4% |
| 1Y | -56.4% | -0.1% | -56.3% | -56.8% |
| 3Y | -62.2% | +24.6% | -86.8% | -65.5% |
| 5Y | -63.7% | +65.6% | -129.3% | -71.0% |
| All | +55.6% | +159.4% | -103.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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