-57.7%
CSGP vs TPR
+378.8%
-436.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.5% |
| 7D | +18.3% | +12.6% | +5.7% | +16.3% |
| 30D | +17.8% | +7.1% | +10.6% | +16.6% |
| 3M | +9.3% | -19.4% | +28.6% | +11.7% |
| 6M | -7.9% | -9.7% | +1.8% | -8.1% |
| YTD | -51.5% | -1.0% | -50.5% | -52.7% |
| 1Y | -53.3% | +19.3% | -72.6% | -56.2% |
| All | -57.7% | +378.8% | -436.5% | -73.8% |
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 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