-62.5%
CSGP vs NWSA
+15.5%
-78.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.9% |
| 7D | -1.8% | -10.5% | +8.7% | +3.6% |
| 30D | +5.3% | -8.8% | +14.0% | +10.4% |
| 3M | +3.3% | -6.5% | +9.8% | +6.8% |
| 6M | -4.7% | -1.3% | -3.3% | -4.5% |
| YTD | -53.5% | +2.5% | -56.0% | -54.3% |
| 1Y | -53.7% | +0.2% | -53.9% | -54.0% |
| 3Y | -59.7% | +27.6% | -87.4% | -65.2% |
| 5Y | -62.5% | +17.0% | -79.5% | -65.8% |
| All | -62.5% | +15.5% | -78.0% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling