-54.8%
CSGP vs NSC
+16.6%
-71.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +1.3% | +2.5% | -1.1% | +0.7% |
| 30D | +2.8% | +1.7% | +1.1% | +2.8% |
| 3M | -6.3% | -2.6% | -3.8% | -5.9% |
| 6M | -3.2% | +6.4% | -9.6% | -3.7% |
| YTD | -54.0% | +15.5% | -69.4% | -53.9% |
| 1Y | -54.8% | +17.6% | -72.4% | -55.8% |
| All | -54.8% | +16.6% | -71.4% | -55.8% |
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