+4,994.0%
CRM vs CSGP
+604.4%
+4,389.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.5% |
| 7D | -5.0% | -1.8% | -3.1% | -4.1% |
| 30D | -6.2% | +5.3% | -11.5% | -9.8% |
| 3M | +11.7% | +3.3% | +8.4% | +7.8% |
| 6M | +18.7% | -4.7% | +23.4% | +18.9% |
| YTD | -18.3% | -53.5% | +35.2% | +13.5% |
| 1Y | -9.6% | -53.7% | +44.1% | +25.6% |
| 3Y | +4.3% | -59.7% | +64.0% | +49.0% |
| 5Y | -29.3% | -62.5% | +33.2% | +2.2% |
| 10Y | +188.6% | +67.3% | +121.3% | +94.7% |
| All | +4,994.0% | +604.4% | +4,389.6% | +1,367.7% |
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