-59.7%
CSGP vs NXT
+246.1%
-305.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.3% | -10.0% | -4.8% |
| 7D | +1.3% | +32.2% | -31.0% | +0.5% |
| 30D | +10.7% | +21.9% | -11.2% | +10.0% |
| 3M | +3.3% | +6.6% | -3.3% | +3.1% |
| 6M | -10.3% | -16.8% | +6.5% | -10.3% |
| YTD | -54.6% | +20.4% | -75.0% | -56.2% |
| 1Y | -54.6% | -1.5% | -53.1% | -55.5% |
| 3Y | -60.3% | +182.4% | -242.7% | -65.8% |
| All | -59.7% | +246.1% | -305.8% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling