-63.3%
CSGP vs NYT
+57.5%
-120.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.1% |
| 7D | -5.1% | +0.3% | -5.5% | -5.2% |
| 30D | +0.3% | +7.0% | -6.6% | -1.3% |
| 3M | -9.1% | -7.9% | -1.2% | -7.8% |
| 6M | -37.3% | -15.0% | -22.3% | -35.5% |
| YTD | -54.9% | -1.3% | -53.6% | -55.2% |
| 1Y | -65.5% | +16.9% | -82.4% | -67.2% |
| 3Y | -63.3% | +58.9% | -122.2% | -69.5% |
| All | -63.3% | +57.5% | -120.8% | -69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling