+67.3%
CSGP vs TRU
+172.9%
-105.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.1% |
| 7D | -1.8% | +4.9% | -6.7% | -4.0% |
| 30D | +5.3% | +26.9% | -21.6% | -5.6% |
| 3M | +3.3% | +4.0% | -0.7% | +1.5% |
| 6M | -4.7% | +15.8% | -20.5% | -11.2% |
| YTD | -53.5% | -2.6% | -50.9% | -53.5% |
| 1Y | -53.7% | +3.9% | -57.6% | -55.1% |
| 3Y | -59.7% | +59.2% | -118.9% | -70.1% |
| 5Y | -62.5% | -25.7% | -36.8% | -60.0% |
| 10Y | +67.3% | +179.3% | -112.0% | +2.9% |
| All | +67.3% | +172.9% | -105.7% | +2.9% |
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