+197.9%
CRM vs CSGP
+65.4%
+132.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -4.0% | -7.1% | +3.1% | -0.5% |
| 30D | -6.8% | +3.6% | -10.4% | -9.8% |
| 3M | +10.6% | -2.7% | +13.3% | +9.8% |
| 6M | +23.4% | -8.1% | +31.4% | +25.6% |
| YTD | -17.1% | -55.0% | +37.8% | +17.9% |
| 1Y | -10.1% | -55.8% | +45.7% | +29.0% |
| 3Y | +4.0% | -62.0% | +66.0% | +53.8% |
| 5Y | -26.7% | -62.9% | +36.3% | +6.2% |
| 10Y | +197.9% | +62.6% | +135.3% | +110.0% |
| All | +197.9% | +65.4% | +132.5% | +110.0% |
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