+205.1%
CRM vs CSGP
+65.8%
+139.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -1.3% |
| 7D | +2.0% | +1.3% | +0.6% | +1.2% |
| 30D | -7.7% | +2.8% | -10.5% | -10.3% |
| 3M | +8.4% | -6.3% | +14.7% | +9.7% |
| 6M | +31.9% | -3.2% | +35.1% | +30.9% |
| YTD | -17.2% | -54.0% | +36.8% | +16.7% |
| 1Y | -8.6% | -54.8% | +46.2% | +29.8% |
| 3Y | +3.1% | -60.6% | +63.7% | +49.8% |
| 5Y | -27.6% | -62.6% | +35.0% | +4.7% |
| All | +205.1% | +65.8% | +139.3% | +104.2% |
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