+39.8%
CSGP vs NTRS
+256.1%
-216.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -6.9% | +0.3% | -7.2% | -7.0% |
| 30D | -5.2% | +0.2% | -5.4% | -5.4% |
| 3M | -13.8% | +13.2% | -27.1% | -17.9% |
| 6M | -36.3% | +36.9% | -73.3% | -43.7% |
| YTD | -56.1% | +39.1% | -95.2% | -61.5% |
| 1Y | -65.8% | +50.4% | -116.3% | -71.0% |
| 3Y | -64.3% | +166.8% | -231.1% | -75.9% |
| 5Y | -67.3% | +92.9% | -160.2% | -75.6% |
| All | +39.8% | +256.1% | -216.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling