+2.2%
CSGP vs NTR
+103.6%
-101.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -2.2% |
| 7D | -5.1% | +3.8% | -9.0% | -5.9% |
| 30D | +0.3% | +25.2% | -24.9% | -4.5% |
| 3M | -9.1% | +21.0% | -30.1% | -13.1% |
| 6M | -37.3% | +7.6% | -44.9% | -38.8% |
| YTD | -54.9% | +32.9% | -87.7% | -58.3% |
| 1Y | -65.5% | +43.1% | -108.6% | -68.8% |
| 3Y | -63.3% | +41.6% | -104.8% | -67.2% |
| 5Y | -65.8% | +54.8% | -120.5% | -72.4% |
| All | +2.2% | +103.6% | -101.3% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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