+43.0%
CSGP vs TRU
+144.2%
-101.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | +0.3% |
| 7D | -4.1% | -6.8% | +2.7% | -0.9% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | -8.2% | +13.3% | -21.5% | -13.4% |
| 6M | -35.1% | +3.4% | -38.5% | -36.5% |
| YTD | -54.0% | -6.4% | -47.6% | -53.2% |
| 1Y | -65.3% | -9.7% | -55.6% | -64.4% |
| 3Y | -62.6% | +0.1% | -62.7% | -65.7% |
| 5Y | -64.8% | -34.0% | -30.8% | -60.3% |
| All | +43.0% | +144.2% | -101.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling