-59.7%
CSGP vs NOC
+22.9%
-82.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.8% |
| 7D | -1.8% | -2.9% | +1.1% | -1.4% |
| 30D | +5.3% | +12.1% | -6.8% | +3.5% |
| 3M | +3.3% | -5.3% | +8.6% | +3.8% |
| 6M | -4.7% | -1.0% | -3.6% | -4.9% |
| YTD | -53.5% | -4.3% | -49.2% | -53.5% |
| 1Y | -53.7% | -3.6% | -50.1% | -53.7% |
| 3Y | -59.7% | +22.9% | -82.7% | -63.3% |
| All | -59.7% | +22.9% | -82.6% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling