+238.9%
CRM vs CSGP
+48.9%
+190.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.3% | +0.3% |
| 7D | -4.4% | -1.5% | -3.0% | -3.7% |
| 30D | +28.1% | -0.1% | +28.3% | +27.7% |
| 3M | +48.8% | -6.7% | +55.5% | +53.0% |
| 6M | +28.3% | -32.8% | +61.1% | +54.5% |
| YTD | -6.0% | -54.7% | +48.7% | +35.4% |
| 1Y | +1.4% | -65.0% | +66.4% | +65.5% |
| 3Y | +11.8% | -63.0% | +74.9% | +70.1% |
| 5Y | -2.0% | -66.2% | +64.2% | +50.5% |
| All | +238.9% | +48.9% | +190.0% | +153.1% |
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