-54.9%
CSGP vs TRU
+2.3%
-57.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -3.2% | +4.6% | -7.7% | -5.6% |
| 30D | +2.2% | +25.4% | -23.2% | -9.5% |
| 3M | -3.7% | +4.0% | -7.6% | -5.8% |
| 6M | -7.4% | +14.5% | -21.9% | -14.1% |
| YTD | -54.9% | -3.7% | -51.2% | -55.6% |
| 1Y | -54.9% | +2.8% | -57.7% | -56.8% |
| All | -54.9% | +2.3% | -57.2% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling