-64.1%
CSGP vs NTRA
+510.2%
-574.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | -5.4% | +1.6% | -7.0% | -5.6% |
| 30D | -6.0% | +3.8% | -9.8% | -6.7% |
| 3M | -12.8% | +48.2% | -61.1% | -19.6% |
| 6M | -38.9% | +61.0% | -99.9% | -44.9% |
| YTD | -56.0% | +44.2% | -100.2% | -59.6% |
| 1Y | -66.4% | +87.3% | -153.7% | -70.8% |
| All | -64.1% | +510.2% | -574.3% | -76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling