-65.5%
CSGP vs NTR
+44.9%
-110.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.4% | -1.8% |
| 7D | -5.1% | +3.8% | -9.0% | -5.1% |
| 30D | +0.3% | +25.2% | -24.9% | +0.6% |
| 3M | -9.1% | +21.0% | -30.1% | -9.0% |
| 6M | -37.3% | +7.6% | -44.9% | -37.2% |
| YTD | -54.9% | +32.9% | -87.7% | -56.5% |
| 1Y | -65.5% | +43.1% | -108.6% | -66.7% |
| All | -65.5% | +44.9% | -110.4% | -66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling