+62.6%
CSGP vs NYT
+574.6%
-512.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.1% | +9.3% | -16.4% | -9.7% |
| 30D | +3.6% | +10.0% | -6.4% | +0.7% |
| 3M | -2.7% | +14.5% | -17.2% | -6.7% |
| 6M | -8.1% | -5.4% | -2.7% | -7.1% |
| YTD | -55.0% | +6.0% | -61.0% | -56.3% |
| 1Y | -55.8% | +16.7% | -72.5% | -58.3% |
| 3Y | -62.0% | +72.7% | -134.7% | -68.7% |
| 5Y | -62.9% | +59.8% | -122.7% | -69.7% |
| 10Y | +62.6% | +549.8% | -487.2% | +2.8% |
| All | +62.6% | +574.6% | -512.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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