-61.5%
CSGP vs TRMB
-38.4%
-23.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +13.9% | -17.9% | +31.8% | +23.2% |
| 30D | +16.0% | -12.0% | +28.0% | +21.0% |
| 3M | +6.1% | -8.4% | +14.5% | +8.4% |
| 6M | -8.2% | -21.5% | +13.4% | +0.8% |
| YTD | -52.3% | -31.5% | -20.8% | -44.2% |
| 1Y | -54.5% | -33.4% | -21.1% | -46.2% |
| 3Y | -58.6% | +26.5% | -85.1% | -65.8% |
| 5Y | -61.5% | -37.9% | -23.6% | -53.8% |
| All | -61.5% | -38.4% | -23.1% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling