+12.8%
CRM vs CSGP
-63.8%
+76.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.2% |
| 7D | -3.5% | -5.1% | +1.6% | -1.6% |
| 30D | +29.3% | +0.3% | +28.9% | +28.7% |
| 3M | +36.8% | -9.1% | +46.0% | +40.5% |
| 6M | +23.9% | -37.3% | +61.2% | +42.6% |
| YTD | -5.5% | -54.9% | +49.4% | +19.8% |
| 1Y | -0.4% | -65.5% | +65.1% | +36.8% |
| 3Y | +12.8% | -63.3% | +76.0% | +48.3% |
| All | +12.8% | -63.8% | +76.6% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling