+65.2%
CSGP vs NOC
+170.6%
-105.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.7% |
| 7D | +1.3% | -5.8% | +7.1% | +2.8% |
| 30D | +10.7% | +10.9% | -0.2% | +7.7% |
| 3M | +3.3% | -7.1% | +10.4% | +5.1% |
| 6M | -10.3% | -5.3% | -5.0% | -9.4% |
| YTD | -54.6% | -6.8% | -47.8% | -54.2% |
| 1Y | -54.6% | -6.7% | -47.9% | -54.3% |
| 3Y | -60.3% | +17.2% | -77.5% | -63.2% |
| 5Y | -63.3% | +56.3% | -119.6% | -70.2% |
| All | +65.2% | +170.6% | -105.4% | +14.0% |
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