-60.3%
CSGP vs TRI
-5.2%
-55.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.7% | 0.0% | -2.5% |
| 7D | +1.3% | -4.8% | +6.1% | +3.3% |
| 30D | +10.7% | +13.4% | -2.7% | +4.8% |
| 3M | +3.3% | +13.1% | -9.9% | -2.4% |
| 6M | -10.3% | +24.4% | -34.8% | -20.1% |
| YTD | -54.6% | -11.4% | -43.1% | -53.5% |
| 1Y | -54.6% | -15.6% | -39.1% | -52.7% |
| 3Y | -60.3% | -6.5% | -53.9% | -55.7% |
| All | -60.3% | -5.2% | -55.1% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling