-58.4%
CSGP vs TRMB
+26.2%
-84.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +13.9% | -17.9% | +31.8% | +21.9% |
| 30D | +16.0% | -12.0% | +28.0% | +20.0% |
| 3M | +6.1% | -8.4% | +14.5% | +7.6% |
| 6M | -8.2% | -21.5% | +13.4% | -0.9% |
| YTD | -52.3% | -31.5% | -20.8% | -45.7% |
| 1Y | -54.5% | -33.4% | -21.1% | -47.8% |
| All | -58.4% | +26.2% | -84.6% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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