+3,225.2%
CSGP vs NYT
+144.5%
+3,080.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.3% | -8.9% | -5.9% |
| 7D | +1.3% | -2.6% | +3.8% | +1.9% |
| 30D | +10.7% | +5.3% | +5.4% | +9.1% |
| 3M | +3.3% | +5.9% | -2.6% | +1.4% |
| 6M | -10.3% | -17.8% | +7.4% | -5.5% |
| YTD | -54.6% | -0.3% | -54.2% | -55.0% |
| 1Y | -54.6% | +15.4% | -70.0% | -57.0% |
| 3Y | -60.3% | +70.8% | -131.2% | -67.1% |
| 5Y | -63.3% | +44.1% | -107.4% | -68.5% |
| 10Y | +66.5% | +583.5% | -517.1% | -14.7% |
| All | +3,225.2% | +144.5% | +3,080.7% | +1,756.8% |
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