-64.8%
CSGP vs TRGP
+621.9%
-686.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | -8.2% | +9.0% | -17.2% | -10.4% |
| 6M | -35.1% | +20.5% | -55.6% | -38.3% |
| YTD | -54.0% | +59.5% | -113.6% | -59.3% |
| 1Y | -65.3% | +77.9% | -143.2% | -70.2% |
| 3Y | -62.6% | +253.6% | -316.1% | -73.2% |
| All | -64.8% | +621.9% | -686.6% | -77.8% |
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