+465.5%
CSGP vs TRGP
+2,093.5%
-1,628.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.9% |
| 7D | +13.9% | -12.6% | +26.5% | +16.3% |
| 30D | +16.0% | -4.5% | +20.5% | +16.5% |
| 3M | +6.1% | +4.9% | +1.2% | +4.6% |
| 6M | -8.2% | +5.6% | -13.7% | -9.8% |
| YTD | -52.3% | +50.1% | -102.4% | -56.1% |
| 1Y | -54.5% | +70.2% | -124.7% | -59.0% |
| 3Y | -58.6% | +228.5% | -287.1% | -67.0% |
| 5Y | -61.5% | +434.1% | -495.6% | -72.1% |
| 10Y | +74.7% | +793.6% | -718.9% | +1.0% |
| All | +465.5% | +2,093.5% | -1,628.1% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling