-2.3%
CRM vs CSGP
-66.3%
+64.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.9% |
| 7D | -5.0% | -5.4% | +0.4% | -2.7% |
| 30D | +23.6% | -6.0% | +29.7% | +26.4% |
| 3M | +39.6% | -12.8% | +52.4% | +45.6% |
| 6M | +23.4% | -38.9% | +62.4% | +42.3% |
| YTD | -7.4% | -56.0% | +48.6% | +17.6% |
| 1Y | -2.3% | -66.4% | +64.1% | +27.2% |
| All | -2.3% | -66.3% | +64.0% | +27.2% |
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 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