-64.8%
CSGP vs TRI
-1.9%
-62.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | +0.5% |
| 7D | -4.1% | -0.5% | -3.5% | -3.9% |
| 30D | +2.3% | +7.9% | -5.6% | -1.8% |
| 3M | -8.2% | +24.1% | -32.2% | -19.3% |
| 6M | -35.1% | +3.8% | -38.9% | -37.8% |
| YTD | -54.0% | -16.9% | -37.2% | -49.7% |
| 1Y | -65.3% | -38.4% | -26.9% | -54.7% |
| 3Y | -62.6% | -12.2% | -50.4% | -64.4% |
| All | -64.8% | -1.9% | -62.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling