-63.2%
CSGP vs NYT
+43.1%
-106.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.3% | -8.9% | -6.2% |
| 7D | +1.3% | -2.6% | +3.8% | +2.1% |
| 30D | +10.7% | +5.3% | +5.4% | +8.8% |
| 3M | +3.3% | +5.9% | -2.6% | +1.1% |
| 6M | -10.3% | -17.8% | +7.4% | -4.9% |
| YTD | -54.6% | -0.3% | -54.2% | -55.2% |
| 1Y | -54.6% | +15.4% | -70.0% | -57.7% |
| 3Y | -60.3% | +70.8% | -131.2% | -69.5% |
| All | -63.2% | +43.1% | -106.3% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling