-64.8%
CSGP vs TPR
+239.8%
-304.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | -2.3% | -1.8% | -3.6% |
| 30D | +2.3% | -23.0% | +25.3% | +7.8% |
| 3M | -8.2% | -12.5% | +4.3% | -6.4% |
| 6M | -35.1% | -21.4% | -13.6% | -32.5% |
| YTD | -54.0% | -3.5% | -50.5% | -55.0% |
| 1Y | -65.3% | +17.4% | -82.7% | -68.0% |
| 3Y | -62.6% | +291.3% | -353.8% | -77.3% |
| All | -64.8% | +239.8% | -304.6% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling