+62.6%
CSGP vs NTRS
+199.7%
-137.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | +3.6% | +5.6% | -2.0% | +1.5% |
| 3M | -2.7% | -4.4% | +1.6% | -1.6% |
| 6M | -8.0% | +12.0% | -20.1% | -12.4% |
| YTD | -55.0% | +32.8% | -87.8% | -60.0% |
| 1Y | -55.8% | +40.0% | -95.7% | -61.5% |
| 3Y | -62.0% | +175.2% | -237.2% | -74.7% |
| 5Y | -62.9% | +66.4% | -129.3% | -70.9% |
| 10Y | +62.6% | +193.1% | -130.5% | +4.2% |
| All | +62.6% | +199.7% | -137.1% | +4.2% |
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