+3,264.4%
CSGP vs NTRS
+782.6%
+2,481.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +2.3% | +1.7% | +0.6% | +1.5% |
| 3M | -8.2% | +8.9% | -17.0% | -11.6% |
| 6M | -35.1% | +30.6% | -65.6% | -42.2% |
| YTD | -54.0% | +38.7% | -92.7% | -60.2% |
| 1Y | -65.3% | +48.1% | -113.4% | -70.8% |
| 3Y | -62.6% | +165.5% | -228.1% | -75.5% |
| 5Y | -64.8% | +85.6% | -150.4% | -74.1% |
| 10Y | +45.1% | +246.1% | -201.0% | -22.8% |
| All | +3,264.4% | +782.6% | +2,481.8% | +1,041.3% |
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