+3,388.4%
CSGP vs NSC
+1,954.0%
+1,434.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | 0.0% |
| 7D | +13.9% | -3.8% | +17.7% | +15.5% |
| 30D | +16.0% | +4.1% | +11.9% | +14.4% |
| 3M | +6.1% | -3.3% | +9.4% | +7.4% |
| 6M | -8.2% | +5.9% | -14.0% | -10.4% |
| YTD | -52.3% | +15.5% | -67.8% | -55.1% |
| 1Y | -54.5% | +19.3% | -73.8% | -57.7% |
| 3Y | -58.6% | +79.0% | -137.6% | -67.4% |
| 5Y | -61.5% | +28.3% | -89.8% | -66.0% |
| 10Y | +74.7% | +336.8% | -262.2% | -5.3% |
| All | +3,388.4% | +1,954.0% | +1,434.4% | +912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling