-10.0%
CRM vs CSGP
-53.2%
+43.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.7% |
| 7D | -6.2% | +18.3% | -24.5% | -12.4% |
| 30D | -1.2% | +17.8% | -19.0% | -9.1% |
| 3M | +19.1% | +9.3% | +9.9% | +12.9% |
| 6M | +23.0% | -7.9% | +30.9% | +23.7% |
| YTD | -13.7% | -51.5% | +37.9% | +8.6% |
| 1Y | -10.0% | -53.3% | +43.3% | +16.7% |
| All | -10.0% | -53.2% | +43.2% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling