-60.3%
CSGP vs NYT
+69.0%
-129.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.3% | -8.9% | -5.8% |
| 7D | +1.3% | -2.6% | +3.8% | +1.9% |
| 30D | +10.7% | +5.3% | +5.4% | +9.4% |
| 3M | +3.3% | +5.9% | -2.6% | +1.8% |
| 6M | -10.3% | -17.8% | +7.4% | -7.2% |
| YTD | -54.6% | -0.3% | -54.2% | -55.0% |
| 1Y | -54.6% | +15.4% | -70.0% | -56.5% |
| 3Y | -60.3% | +70.8% | -131.2% | -65.9% |
| All | -60.3% | +69.0% | -129.3% | -65.9% |
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