+4.1%
CSGP vs NTR
+100.5%
-96.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.1% |
| 7D | -4.1% | +8.1% | -12.2% | -5.7% |
| 30D | +2.3% | +18.8% | -16.4% | -1.5% |
| 3M | -8.2% | +16.2% | -24.4% | -11.4% |
| 6M | -35.1% | +9.8% | -44.8% | -37.0% |
| YTD | -54.0% | +30.9% | -84.9% | -57.4% |
| 1Y | -65.3% | +41.8% | -107.1% | -68.5% |
| 3Y | -62.6% | +35.8% | -98.3% | -66.2% |
| 5Y | -64.8% | +51.0% | -115.9% | -71.5% |
| All | +4.1% | +100.5% | -96.4% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling