-62.8%
CSGP vs TRGP
+252.7%
-315.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -4.1% | +0.8% | -4.8% | -4.2% |
| 30D | +2.3% | +11.5% | -9.2% | +0.1% |
| 3M | -8.2% | +9.0% | -17.2% | -10.1% |
| 6M | -35.1% | +20.5% | -55.6% | -38.0% |
| YTD | -54.0% | +59.5% | -113.6% | -59.0% |
| 1Y | -65.3% | +77.9% | -143.2% | -69.9% |
| All | -62.8% | +252.7% | -315.5% | -71.3% |
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