+180.5%
TRV vs CSGP
-62.5%
+243.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.3% |
| 7D | +2.0% | +1.3% | +0.7% | +1.9% |
| 30D | +6.7% | +2.8% | +3.9% | +6.2% |
| 3M | +9.4% | -6.3% | +15.7% | +9.7% |
| 6M | +37.7% | -3.2% | +40.9% | +37.3% |
| YTD | +40.6% | -54.0% | +94.5% | +51.0% |
| 1Y | +42.4% | -54.8% | +97.3% | +53.2% |
| 3Y | +148.1% | -60.6% | +208.7% | +168.5% |
| All | +180.5% | -62.5% | +243.0% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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