-60.3%
CSGP vs TRGP
+218.9%
-279.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -4.3% |
| 7D | +1.3% | -16.0% | +17.3% | +3.5% |
| 30D | +10.7% | -6.4% | +17.1% | +11.1% |
| 3M | +3.3% | -1.0% | +4.2% | +2.3% |
| 6M | -10.3% | +7.0% | -17.3% | -13.1% |
| YTD | -54.6% | +46.1% | -100.7% | -59.3% |
| 1Y | -54.6% | +58.7% | -113.3% | -60.2% |
| 3Y | -60.3% | +221.9% | -282.2% | -69.0% |
| All | -60.3% | +218.9% | -279.3% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling