-63.7%
CSGP vs TRI
+0.9%
-64.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | -6.1% | -7.5% | +1.4% | -2.1% |
| 30D | +0.3% | +3.9% | -3.6% | -1.8% |
| 3M | -1.3% | +7.2% | -8.5% | -5.5% |
| 6M | -8.9% | +27.0% | -35.9% | -22.1% |
| YTD | -55.2% | -14.0% | -41.2% | -52.0% |
| 1Y | -56.4% | -17.7% | -38.7% | -52.1% |
| 3Y | -62.2% | -10.7% | -51.6% | -64.6% |
| 5Y | -63.7% | +0.6% | -64.3% | -72.1% |
| All | -63.7% | +0.9% | -64.6% | -72.1% |
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