-8.2%
CSGP vs TRGP
+6.8%
-15.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -2.7% |
| 7D | +13.9% | -12.6% | +26.5% | +10.4% |
| 30D | +16.0% | -4.5% | +20.5% | +14.1% |
| 3M | +6.1% | +4.9% | +1.2% | +5.0% |
| 6M | -8.2% | +5.6% | -13.7% | -11.7% |
| All | -8.2% | +6.8% | -15.0% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling