+67.3%
CSGP vs NWSA
+159.6%
-92.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | -1.8% | -10.5% | +8.7% | +2.6% |
| 30D | +5.3% | -8.8% | +14.0% | +9.5% |
| 3M | +3.3% | -6.5% | +9.8% | +6.2% |
| 6M | -4.7% | -1.3% | -3.3% | -4.3% |
| YTD | -53.5% | +2.5% | -56.0% | -54.1% |
| 1Y | -53.7% | +0.2% | -53.9% | -53.8% |
| 3Y | -59.7% | +27.6% | -87.4% | -63.9% |
| 5Y | -62.5% | +17.0% | -79.5% | -66.0% |
| 10Y | +67.3% | +148.3% | -81.1% | +8.5% |
| All | +67.3% | +159.6% | -92.3% | +8.5% |
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