+44.1%
CSGP vs NWSA
+138.3%
-94.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.6% |
| 7D | -4.1% | -1.9% | -2.2% | -3.3% |
| 30D | +2.3% | +4.6% | -2.3% | +0.2% |
| 3M | -8.2% | +13.2% | -21.4% | -13.1% |
| 6M | -35.1% | +27.0% | -62.1% | -41.6% |
| YTD | -54.0% | +16.8% | -70.9% | -57.0% |
| 1Y | -65.3% | +4.5% | -69.8% | -66.1% |
| 3Y | -62.6% | +46.2% | -108.8% | -68.4% |
| 5Y | -64.8% | +40.9% | -105.7% | -70.5% |
| All | +44.1% | +138.3% | -94.2% | -10.7% |
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