+6,032.9%
CRM vs CSGP
+597.0%
+5,435.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.8% |
| 7D | +1.3% | -4.1% | +5.3% | +3.3% |
| 30D | +34.3% | +2.3% | +32.0% | +32.3% |
| 3M | +37.7% | -8.2% | +45.9% | +42.5% |
| 6M | +34.9% | -35.1% | +70.0% | +64.7% |
| YTD | -1.6% | -54.0% | +52.4% | +39.5% |
| 1Y | +7.1% | -65.3% | +72.4% | +73.3% |
| 3Y | +19.0% | -62.6% | +81.6% | +78.5% |
| 5Y | -1.3% | -64.8% | +63.6% | +48.8% |
| 10Y | +251.2% | +45.1% | +206.1% | +156.5% |
| All | +6,032.9% | +597.0% | +5,435.9% | +1,704.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling