+39.8%
CSGP vs NTRA
+3,171.2%
-3,131.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -6.9% | -0.5% | -6.4% | -6.9% |
| 30D | -5.2% | +4.3% | -9.5% | -6.0% |
| 3M | -13.8% | +50.6% | -64.5% | -20.1% |
| 6M | -36.3% | +63.9% | -100.3% | -42.1% |
| YTD | -56.1% | +42.4% | -98.5% | -59.3% |
| 1Y | -65.8% | +92.1% | -157.9% | -69.9% |
| 3Y | -64.3% | +501.7% | -566.0% | -74.6% |
| 5Y | -67.3% | +171.4% | -238.7% | -75.3% |
| All | +39.8% | +3,171.2% | -3,131.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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