-58.4%
CSGP vs CRL
+72.9%
-131.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | -0.9% |
| 7D | +13.9% | -16.8% | +30.7% | +17.7% |
| 30D | +16.0% | +2.6% | +13.4% | +14.0% |
| 3M | +6.1% | +20.1% | -14.0% | +0.2% |
| 6M | -8.2% | +68.8% | -77.0% | -20.6% |
| YTD | -52.3% | +56.9% | -109.3% | -58.2% |
| 1Y | -54.5% | +86.7% | -141.2% | -61.9% |
| All | -58.4% | +72.9% | -131.3% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling