+55.6%
CSGP vs NTRS
+188.7%
-133.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -6.1% | +3.7% | -9.7% | -7.3% |
| 30D | +0.3% | +6.1% | -5.8% | -1.9% |
| 3M | -1.3% | -6.7% | +5.4% | +0.8% |
| 6M | -8.9% | +10.5% | -19.4% | -12.8% |
| YTD | -55.2% | +32.0% | -87.3% | -60.1% |
| 1Y | -56.4% | +37.0% | -93.4% | -61.7% |
| 3Y | -62.2% | +173.6% | -235.8% | -74.8% |
| 5Y | -63.7% | +64.4% | -128.1% | -71.4% |
| All | +55.6% | +188.7% | -133.1% | +2.8% |
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