+65.2%
CSGP vs TPR
+383.4%
-318.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.5% |
| 7D | +1.3% | +14.2% | -12.9% | -1.6% |
| 30D | +10.7% | +17.1% | -6.4% | +7.1% |
| 3M | +3.3% | -17.7% | +21.0% | +6.7% |
| 6M | -10.3% | -10.2% | -0.2% | -9.6% |
| YTD | -54.6% | +4.9% | -59.5% | -56.0% |
| 1Y | -54.6% | +36.1% | -90.8% | -58.7% |
| 3Y | -60.3% | +416.5% | -476.8% | -74.2% |
| 5Y | -63.3% | +254.8% | -318.1% | -74.7% |
| All | +65.2% | +383.4% | -318.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling