+53.5%
CSGP vs NTRA
+1,723.2%
-1,669.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -8.2% | +47.8% | -55.9% | -14.3% |
| 6M | -35.1% | +61.6% | -96.7% | -40.5% |
| YTD | -54.0% | +43.3% | -97.3% | -57.2% |
| 1Y | -65.3% | +97.0% | -162.3% | -69.3% |
| 3Y | -62.6% | +424.9% | -487.5% | -72.3% |
| 5Y | -64.8% | +165.2% | -230.0% | -73.0% |
| 10Y | +45.1% | +3,114.3% | -3,069.2% | -23.1% |
| All | +53.5% | +1,723.2% | -1,669.7% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling