-63.3%
CSGP vs NTRS
+166.2%
-229.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.1% | +1.7% | -6.8% | -5.6% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | -9.1% | +9.8% | -19.0% | -12.3% |
| 6M | -37.3% | +34.7% | -71.9% | -44.2% |
| YTD | -54.9% | +37.4% | -92.3% | -60.3% |
| 1Y | -65.5% | +48.2% | -113.7% | -70.7% |
| 3Y | -63.3% | +163.5% | -226.8% | -76.6% |
| All | -63.3% | +166.2% | -229.4% | -76.6% |
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