+1,020.7%
CSGP vs TNA
+836.4%
+184.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -0.9% |
| 7D | -7.1% | -2.1% | -4.9% | -6.9% |
| 30D | +3.6% | +3.1% | +0.5% | +2.0% |
| 3M | -2.7% | -20.2% | +17.4% | +2.2% |
| 6M | -8.0% | -10.0% | +2.0% | -7.9% |
| YTD | -55.0% | +30.3% | -85.3% | -59.9% |
| 1Y | -55.8% | +31.1% | -86.9% | -60.9% |
| 3Y | -62.0% | +149.4% | -211.4% | -74.5% |
| 5Y | -62.9% | -42.5% | -20.5% | -66.2% |
| 10Y | +62.6% | +46.7% | +15.9% | -15.3% |
| All | +1,020.7% | +836.4% | +184.3% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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