-58.4%
CSGP vs TPR
+412.6%
-471.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -2.6% |
| 7D | +13.9% | +13.9% | 0.0% | +11.7% |
| 30D | +16.0% | +14.9% | +1.1% | +13.6% |
| 3M | +6.1% | -15.4% | +21.5% | +7.7% |
| 6M | -8.2% | -4.5% | -3.7% | -9.0% |
| YTD | -52.3% | +6.0% | -58.3% | -54.0% |
| 1Y | -54.5% | +24.3% | -78.8% | -57.6% |
| All | -58.4% | +412.6% | -471.0% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling