-62.9%
CSGP vs TRGP
+474.6%
-537.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.5% |
| 7D | -3.2% | -5.8% | +2.6% | -2.1% |
| 30D | +2.2% | -1.5% | +3.7% | +2.0% |
| 3M | -3.7% | +6.1% | -9.8% | -5.6% |
| 6M | -7.4% | +14.4% | -21.8% | -11.4% |
| YTD | -54.9% | +55.3% | -110.2% | -60.1% |
| 1Y | -54.9% | +69.1% | -124.0% | -61.0% |
| 3Y | -61.9% | +254.3% | -316.2% | -73.1% |
| All | -62.9% | +474.6% | -537.4% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling