-62.9%
CSGP vs TRGP
+495.9%
-558.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.9% |
| 7D | -7.1% | +2.4% | -9.5% | -7.6% |
| 30D | +3.6% | +0.8% | +2.8% | +2.9% |
| 3M | -2.7% | +10.4% | -13.1% | -5.5% |
| 6M | -8.1% | +16.3% | -24.3% | -12.2% |
| YTD | -55.0% | +61.1% | -116.1% | -60.5% |
| 1Y | -55.8% | +71.6% | -127.4% | -61.8% |
| 3Y | -62.0% | +267.5% | -329.5% | -73.3% |
| 5Y | -62.9% | +488.1% | -551.1% | -77.6% |
| All | -62.9% | +495.9% | -558.8% | -77.6% |
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