-64.8%
CSGP vs NTRA
+165.5%
-230.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | +2.3% | +19.5% | -17.2% | -1.3% |
| 3M | -8.2% | +47.8% | -55.9% | -15.2% |
| 6M | -35.1% | +61.6% | -96.7% | -41.4% |
| YTD | -54.0% | +43.3% | -97.3% | -57.7% |
| 1Y | -65.3% | +97.0% | -162.3% | -70.0% |
| 3Y | -62.6% | +424.9% | -487.5% | -73.7% |
| All | -64.8% | +165.5% | -230.3% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling