-35.1%
CSGP vs NYT
-16.9%
-18.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -4.1% | -1.3% | -2.8% | -3.8% |
| 30D | +2.3% | +2.7% | -0.4% | +1.6% |
| 3M | -8.2% | -10.3% | +2.1% | -8.0% |
| 6M | -35.1% | -16.6% | -18.5% | -35.2% |
| All | -35.1% | -16.9% | -18.2% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling