-61.9%
CSGP vs TRU
+57.9%
-119.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -3.2% | +4.6% | -7.7% | -5.0% |
| 30D | +2.2% | +25.4% | -23.2% | -6.8% |
| 3M | -3.7% | +4.0% | -7.6% | -5.2% |
| 6M | -7.4% | +14.5% | -21.9% | -12.5% |
| YTD | -54.9% | -3.7% | -51.2% | -54.8% |
| 1Y | -54.9% | +2.8% | -57.7% | -55.9% |
| 3Y | -61.9% | +58.5% | -120.4% | -69.6% |
| All | -61.9% | +57.9% | -119.8% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling