+55.2%
CSGP vs NTRA
+1,679.9%
-1,624.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.9% | +1.8% |
| 7D | -1.8% | -15.4% | +13.6% | +0.6% |
| 30D | +5.3% | -20.0% | +25.3% | +8.4% |
| 3M | +3.3% | -0.5% | +3.8% | +2.5% |
| 6M | -4.7% | +64.9% | -69.6% | -13.4% |
| YTD | -53.5% | +39.9% | -93.4% | -56.9% |
| 1Y | -53.7% | +60.5% | -114.3% | -58.0% |
| 3Y | -59.7% | +605.9% | -665.6% | -71.6% |
| 5Y | -62.5% | +183.0% | -245.5% | -71.6% |
| 10Y | +67.3% | +3,254.9% | -3,187.6% | -12.2% |
| All | +55.2% | +1,679.9% | -1,624.8% | -16.6% |
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