-61.7%
CSGP vs NTR
+47.6%
-109.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -6.1% | -1.4% | -4.7% | -5.9% |
| 30D | +0.3% | +2.2% | -1.9% | +0.1% |
| 3M | -1.3% | +6.8% | -8.1% | -2.3% |
| 6M | -8.9% | +0.6% | -9.5% | -9.2% |
| YTD | -55.2% | +18.2% | -73.4% | -57.4% |
| 1Y | -56.4% | +21.3% | -77.7% | -58.7% |
| All | -61.7% | +47.6% | -109.2% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling