-54.5%
CSGP vs TPR
+28.0%
-82.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.9% |
| 7D | +13.9% | +13.9% | 0.0% | +13.4% |
| 30D | +16.0% | +14.9% | +1.1% | +15.3% |
| 3M | +6.1% | -15.4% | +21.5% | +4.6% |
| 6M | -8.2% | -4.5% | -3.7% | -10.2% |
| YTD | -52.3% | +6.0% | -58.3% | -54.3% |
| 1Y | -54.5% | +24.3% | -78.8% | -57.8% |
| All | -54.5% | +28.0% | -82.5% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling