+65.2%
CSGP vs TRI
+236.7%
-171.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.7% | 0.0% | -2.0% |
| 7D | +1.3% | -4.8% | +6.1% | +3.8% |
| 30D | +10.7% | +13.4% | -2.7% | +3.2% |
| 3M | +3.3% | +13.1% | -9.9% | -4.1% |
| 6M | -10.3% | +24.4% | -34.8% | -22.8% |
| YTD | -54.6% | -11.4% | -43.1% | -52.6% |
| 1Y | -54.6% | -15.6% | -39.1% | -51.4% |
| 3Y | -60.3% | -6.5% | -53.9% | -62.1% |
| 5Y | -63.3% | +5.3% | -68.6% | -68.0% |
| All | +65.2% | +236.7% | -171.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling