-59.7%
CSGP vs NTRS
+176.7%
-236.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.4% |
| 7D | -1.8% | +4.1% | -5.9% | -3.0% |
| 30D | +5.3% | +5.6% | -0.3% | +3.4% |
| 3M | +3.3% | -3.8% | +7.1% | +4.2% |
| 6M | -4.7% | +11.8% | -16.5% | -9.1% |
| YTD | -53.5% | +32.0% | -85.6% | -58.8% |
| 1Y | -53.7% | +39.6% | -93.3% | -60.0% |
| 3Y | -59.7% | +178.7% | -238.4% | -78.8% |
| All | -59.7% | +176.7% | -236.5% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling