-55.8%
CSGP vs NTRA
+54.2%
-109.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.4% |
| 7D | -7.1% | -18.2% | +11.1% | -6.1% |
| 30D | +3.6% | -19.6% | +23.2% | +4.3% |
| 3M | -2.7% | +2.3% | -5.0% | -5.2% |
| 6M | -8.0% | +60.6% | -68.7% | -17.6% |
| YTD | -55.0% | +39.6% | -94.6% | -59.2% |
| 1Y | -55.8% | +54.7% | -110.5% | -60.1% |
| All | -55.8% | +54.2% | -109.9% | -60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling