+3,300.3%
CSGP vs NTRS
+740.1%
+2,560.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.1% |
| 7D | -1.8% | +4.1% | -5.9% | -3.4% |
| 30D | +5.3% | +5.6% | -0.3% | +2.8% |
| 3M | +3.3% | -3.8% | +7.1% | +4.4% |
| 6M | -4.7% | +11.8% | -16.5% | -9.5% |
| YTD | -53.5% | +32.0% | -85.6% | -59.1% |
| 1Y | -53.7% | +39.6% | -93.3% | -60.2% |
| 3Y | -59.7% | +178.7% | -238.4% | -74.2% |
| 5Y | -62.5% | +69.0% | -131.5% | -71.3% |
| 10Y | +67.3% | +201.7% | -134.4% | -6.1% |
| All | +3,300.3% | +740.1% | +2,560.1% | +1,072.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling