-65.3%
CSGP vs NSC
+20.4%
-85.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -4.1% | -5.5% | +1.4% | -3.4% |
| 30D | +2.3% | -3.2% | +5.5% | +2.7% |
| 3M | -8.2% | +7.7% | -15.8% | -8.9% |
| 6M | -35.1% | +4.5% | -39.6% | -35.1% |
| YTD | -54.0% | +15.6% | -69.6% | -54.6% |
| 1Y | -65.3% | +19.8% | -85.1% | -66.4% |
| All | -65.3% | +20.4% | -85.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling