-58.4%
CSGP vs NSC
+79.1%
-137.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.3% |
| 7D | +13.9% | -3.8% | +17.7% | +15.3% |
| 30D | +16.0% | +4.1% | +11.9% | +14.8% |
| 3M | +6.1% | -3.3% | +9.4% | +7.2% |
| 6M | -8.2% | +5.9% | -14.0% | -9.9% |
| YTD | -52.3% | +15.5% | -67.8% | -54.6% |
| 1Y | -54.5% | +19.3% | -73.8% | -57.2% |
| All | -58.4% | +79.1% | -137.5% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling