-57.7%
CSGP vs TRMB
+27.7%
-85.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -17.3% | +21.3% | +11.0% |
| 7D | +18.3% | -15.7% | +34.0% | +25.1% |
| 30D | +17.8% | -7.8% | +25.5% | +19.2% |
| 3M | +9.3% | -9.3% | +18.6% | +11.4% |
| 6M | -7.9% | -20.8% | +12.9% | -1.0% |
| YTD | -51.5% | -30.8% | -20.8% | -45.1% |
| 1Y | -53.3% | -31.0% | -22.3% | -47.2% |
| All | -57.7% | +27.7% | -85.4% | -64.9% |
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