+73.3%
CSGP vs TPR
+388.4%
-315.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -3.1% |
| 7D | +13.9% | +13.9% | 0.0% | +10.8% |
| 30D | +16.0% | +14.9% | +1.1% | +12.6% |
| 3M | +6.1% | -15.4% | +21.5% | +9.0% |
| 6M | -8.2% | -4.5% | -3.7% | -8.7% |
| YTD | -52.3% | +6.0% | -58.3% | -53.9% |
| 1Y | -54.5% | +24.3% | -78.8% | -57.7% |
| 3Y | -58.6% | +412.8% | -471.4% | -73.0% |
| 5Y | -61.5% | +258.4% | -319.9% | -73.5% |
| All | +73.3% | +388.4% | -315.1% | -1.5% |
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