-59.2%
CSGP vs NXT
+178.8%
-238.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -4.1% | -1.1% | -3.0% | -4.0% |
| 30D | +2.3% | -15.3% | +17.7% | +2.8% |
| 3M | -8.2% | -43.8% | +35.6% | -6.4% |
| 6M | -35.1% | -18.7% | -16.4% | -35.8% |
| YTD | -54.0% | -3.0% | -51.0% | -55.3% |
| 1Y | -65.3% | +22.7% | -88.0% | -67.3% |
| 3Y | -62.6% | +95.9% | -158.5% | -67.4% |
| All | -59.2% | +178.8% | -238.0% | -65.8% |
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