+65.2%
CSGP vs NWSA
+144.8%
-79.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.3% | -4.5% |
| 7D | +1.3% | -9.4% | +10.6% | +5.3% |
| 30D | +10.7% | -7.8% | +18.4% | +14.6% |
| 3M | +3.3% | -10.8% | +14.0% | +8.3% |
| 6M | -10.3% | +1.1% | -11.4% | -10.9% |
| YTD | -54.6% | +1.8% | -56.4% | -54.9% |
| 1Y | -54.6% | +6.0% | -60.7% | -55.8% |
| 3Y | -60.3% | +24.6% | -84.9% | -64.1% |
| 5Y | -63.3% | +13.1% | -76.4% | -66.3% |
| All | +65.2% | +144.8% | -79.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling