-8.9%
CSGP vs NTRA
+61.9%
-70.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.5% |
| 7D | -6.1% | -11.2% | +5.1% | -6.7% |
| 30D | +0.3% | -18.4% | +18.7% | -1.7% |
| 3M | -1.3% | +2.2% | -3.5% | -3.4% |
| 6M | -8.9% | +58.1% | -67.1% | -10.4% |
| All | -8.9% | +61.9% | -70.8% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling