-65.3%
CSGP vs CRL
+78.8%
-144.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -2.1% |
| 7D | -4.1% | -1.0% | -3.0% | -3.9% |
| 30D | +2.3% | +10.7% | -8.3% | +0.1% |
| 3M | -8.2% | +55.3% | -63.5% | -17.1% |
| 6M | -35.1% | +60.7% | -95.7% | -42.0% |
| YTD | -54.0% | +44.6% | -98.7% | -57.5% |
| 1Y | -65.3% | +77.7% | -143.1% | -69.0% |
| All | -65.3% | +78.8% | -144.2% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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