+65.2%
CSGP vs CRL
+386.8%
-321.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.8% | -12.5% | -7.3% |
| 7D | +1.3% | -6.1% | +7.4% | +2.7% |
| 30D | +10.7% | +12.4% | -1.7% | +4.6% |
| 3M | +3.3% | +27.1% | -23.8% | -7.0% |
| 6M | -10.3% | +85.7% | -96.1% | -30.7% |
| YTD | -54.6% | +69.2% | -123.8% | -64.0% |
| 1Y | -54.6% | +97.5% | -152.2% | -66.2% |
| 3Y | -60.3% | +86.1% | -146.4% | -72.0% |
| 5Y | -63.3% | -10.0% | -53.3% | -65.4% |
| All | +65.2% | +386.8% | -321.5% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling