-55.8%
CSGP vs NTRS
+40.0%
-95.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -7.1% | +0.4% | -7.5% | -7.1% |
| 30D | +3.6% | +5.6% | -2.0% | +3.5% |
| 3M | -2.7% | -4.4% | +1.6% | -2.7% |
| 6M | -8.0% | +12.0% | -20.1% | -9.5% |
| YTD | -55.0% | +32.8% | -87.8% | -56.6% |
| 1Y | -55.8% | +40.0% | -95.7% | -58.1% |
| All | -55.8% | +40.0% | -95.7% | -58.1% |
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