-63.1%
CSGP vs TRU
-26.3%
-36.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 3M | -3.7% | +4.0% | -7.6% | -5.1% |
| 6M | -7.4% | +14.5% | -21.9% | -12.7% |
| YTD | -54.9% | -3.7% | -51.2% | -54.6% |
| 1Y | -54.9% | +2.8% | -57.7% | -55.9% |
| 3Y | -61.9% | +58.5% | -120.4% | -70.7% |
| 5Y | -63.1% | -25.0% | -38.1% | -56.1% |
| All | -63.1% | -26.3% | -36.8% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling