-54.6%
CSGP vs TRGP
+64.3%
-119.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -4.9% |
| 7D | +1.3% | -16.0% | +17.3% | -0.4% |
| 30D | +10.7% | -6.4% | +17.1% | +9.3% |
| 3M | +3.3% | -1.0% | +4.2% | +1.6% |
| 6M | -10.3% | +7.0% | -17.3% | -13.5% |
| YTD | -54.6% | +46.1% | -100.7% | -60.0% |
| 1Y | -54.6% | +58.7% | -113.3% | -60.7% |
| All | -54.6% | +64.3% | -119.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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