+3,264.4%
CSGP vs NSC
+1,955.3%
+1,309.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -4.1% | -5.5% | +1.4% | -2.1% |
| 30D | +2.3% | -3.2% | +5.5% | +3.5% |
| 3M | -8.2% | +7.7% | -15.8% | -10.8% |
| 6M | -35.1% | +4.5% | -39.6% | -36.5% |
| YTD | -54.0% | +15.6% | -69.6% | -56.8% |
| 1Y | -65.3% | +19.8% | -85.1% | -67.8% |
| 3Y | -62.6% | +70.1% | -132.7% | -70.0% |
| 5Y | -64.8% | +46.1% | -110.9% | -70.4% |
| 10Y | +45.1% | +328.1% | -283.0% | -20.9% |
| All | +3,264.4% | +1,955.3% | +1,309.0% | +875.3% |
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