+3,225.2%
CSGP vs NOC
+1,937.2%
+1,288.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.7% |
| 7D | +1.3% | -5.8% | +7.1% | +3.2% |
| 30D | +10.7% | +10.9% | -0.2% | +6.8% |
| 3M | +3.3% | -7.1% | +10.4% | +5.7% |
| 6M | -10.3% | -5.3% | -5.0% | -9.1% |
| YTD | -54.6% | -6.8% | -47.8% | -54.0% |
| 1Y | -54.6% | -6.7% | -47.9% | -54.2% |
| 3Y | -60.3% | +17.2% | -77.5% | -63.8% |
| 5Y | -63.3% | +56.3% | -119.6% | -70.8% |
| 10Y | +66.5% | +173.7% | -107.2% | +3.6% |
| All | +3,225.2% | +1,937.2% | +1,288.0% | +965.6% |
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