-58.4%
CSGP vs TRU
+68.5%
-126.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.0% |
| 7D | +13.9% | +9.8% | +4.1% | +9.4% |
| 30D | +16.0% | +30.7% | -14.7% | +3.9% |
| 3M | +6.1% | +3.8% | +2.3% | +4.4% |
| 6M | -8.2% | +21.9% | -30.1% | -15.3% |
| YTD | -52.3% | -2.8% | -49.5% | -52.5% |
| 1Y | -54.5% | +4.8% | -59.3% | -55.9% |
| All | -58.4% | +68.5% | -126.9% | -67.3% |
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