-63.2%
CSGP vs CRL
-10.4%
-52.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.8% | -12.5% | -6.7% |
| 7D | +1.3% | -6.1% | +7.4% | +2.5% |
| 30D | +10.7% | +12.4% | -1.7% | +5.6% |
| 3M | +3.3% | +27.1% | -23.8% | -5.4% |
| 6M | -10.3% | +85.7% | -96.1% | -27.7% |
| YTD | -54.6% | +69.2% | -123.8% | -62.5% |
| 1Y | -54.6% | +97.5% | -152.2% | -64.5% |
| 3Y | -60.3% | +86.1% | -146.4% | -70.4% |
| All | -63.2% | -10.4% | -52.9% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling