-66.4%
CSGP vs NTRS
+48.1%
-114.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -5.4% | +0.9% | -6.2% | -5.5% |
| 30D | -6.0% | -1.2% | -4.8% | -6.0% |
| 3M | -12.8% | +8.8% | -21.6% | -14.0% |
| 6M | -38.9% | +34.7% | -73.6% | -43.0% |
| YTD | -56.0% | +37.2% | -93.3% | -59.0% |
| 1Y | -66.4% | +46.3% | -112.8% | -69.7% |
| All | -66.4% | +48.1% | -114.5% | -69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling