-62.5%
CSGP vs NSC
+27.3%
-89.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +1.5% |
| 7D | -1.8% | -5.4% | +3.5% | +0.5% |
| 30D | +5.3% | +2.9% | +2.3% | +4.2% |
| 3M | +3.3% | -2.2% | +5.5% | +4.4% |
| 6M | -4.7% | +5.3% | -9.9% | -7.0% |
| YTD | -53.5% | +14.8% | -68.3% | -56.5% |
| 1Y | -53.7% | +16.6% | -70.3% | -57.1% |
| 3Y | -59.7% | +78.6% | -138.3% | -70.8% |
| 5Y | -62.5% | +27.2% | -89.7% | -68.7% |
| All | -62.5% | +27.3% | -89.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling