+60.0%
CSGP vs NOC
+160.0%
-100.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | +1.3% | +4.8% | -3.5% | +0.1% |
| 30D | +2.8% | +11.0% | -8.2% | -0.1% |
| 3M | -6.3% | -3.8% | -2.5% | -5.5% |
| 6M | -3.2% | +0.6% | -3.8% | -3.7% |
| YTD | -54.0% | -2.3% | -51.7% | -54.1% |
| 1Y | -54.8% | +0.3% | -55.1% | -55.3% |
| 3Y | -60.6% | +24.6% | -85.2% | -64.0% |
| 5Y | -62.6% | +66.0% | -128.6% | -70.2% |
| All | +60.0% | +160.0% | -100.0% | +11.0% |
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