-18.8%
CRCL vs CSGP
-59.5%
+40.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.9% |
| 7D | -6.3% | -1.8% | -4.4% | -5.9% |
| 30D | -20.1% | +5.3% | -25.3% | -21.6% |
| 3M | +1.3% | +3.3% | -2.0% | -0.3% |
| 6M | -40.6% | -4.7% | -35.9% | -40.7% |
| YTD | -14.8% | -53.5% | +38.7% | +16.9% |
| 1Y | -34.5% | -53.7% | +19.2% | -9.6% |
| All | -18.8% | -59.5% | +40.7% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling