-62.8%
CSGP vs NOC
+24.5%
-87.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.1% |
| 7D | -4.1% | -5.2% | +1.1% | -3.5% |
| 30D | +2.3% | -7.2% | +9.5% | +3.2% |
| 3M | -8.2% | -5.1% | -3.1% | -7.6% |
| 6M | -35.1% | -31.1% | -4.0% | -32.7% |
| YTD | -54.0% | -8.6% | -45.4% | -53.6% |
| 1Y | -65.3% | -9.7% | -55.6% | -64.9% |
| All | -62.8% | +24.5% | -87.2% | -64.2% |
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