-57.0%
CSGP vs NXT
+252.0%
-309.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.1% | -7.1% | +3.7% |
| 7D | +18.3% | +30.0% | -11.7% | +17.4% |
| 30D | +17.8% | +28.6% | -10.8% | +16.9% |
| 3M | +9.3% | +8.4% | +0.9% | +9.0% |
| 6M | -7.9% | -8.7% | +0.8% | -8.4% |
| YTD | -51.5% | +22.5% | -74.0% | -53.3% |
| 1Y | -53.3% | +6.9% | -60.2% | -54.5% |
| 3Y | -57.9% | +186.9% | -244.8% | -63.7% |
| All | -57.0% | +252.0% | -309.0% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling