+3,388.4%
CSGP vs NOC
+1,938.1%
+1,450.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +13.9% | -6.6% | +20.5% | +16.4% |
| 30D | +16.0% | +8.7% | +7.3% | +12.7% |
| 3M | +6.1% | -5.4% | +11.4% | +7.8% |
| 6M | -8.2% | -5.1% | -3.0% | -7.0% |
| YTD | -52.3% | -6.8% | -45.6% | -51.8% |
| 1Y | -54.5% | -6.4% | -48.1% | -54.1% |
| 3Y | -58.6% | +17.3% | -75.9% | -62.2% |
| 5Y | -61.5% | +56.3% | -117.8% | -69.3% |
| 10Y | +74.7% | +173.9% | -99.2% | +8.6% |
| All | +3,388.4% | +1,938.1% | +1,450.3% | +1,017.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling