+3,264.4%
CSGP vs NYT
+139.8%
+3,124.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -4.1% | -1.3% | -2.8% | -3.7% |
| 30D | +2.3% | +2.7% | -0.4% | +1.5% |
| 3M | -8.2% | -10.3% | +2.1% | -5.5% |
| 6M | -35.1% | -16.6% | -18.5% | -32.0% |
| YTD | -54.0% | -2.3% | -51.8% | -54.2% |
| 1Y | -65.3% | +15.0% | -80.3% | -67.1% |
| 3Y | -62.6% | +57.1% | -119.7% | -68.2% |
| 5Y | -64.8% | +37.2% | -102.0% | -69.4% |
| 10Y | +45.1% | +464.3% | -419.3% | -21.2% |
| All | +3,264.4% | +139.8% | +3,124.6% | +1,791.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling