-63.2%
CSGP vs TRMB
-38.3%
-25.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.1% |
| 7D | +1.3% | -16.7% | +17.9% | +8.7% |
| 30D | +10.7% | -9.9% | +20.6% | +14.2% |
| 3M | +3.3% | -7.6% | +10.9% | +5.0% |
| 6M | -10.3% | -14.7% | +4.3% | -5.5% |
| YTD | -54.6% | -30.9% | -23.6% | -47.0% |
| 1Y | -54.6% | -31.3% | -23.3% | -47.1% |
| 3Y | -60.3% | +29.4% | -89.8% | -67.7% |
| All | -63.2% | -38.3% | -25.0% | -54.8% |
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