+1,171.4%
CSGP vs CRL
+1,379.5%
-208.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.9% |
| 7D | -4.1% | -1.0% | -3.0% | -3.8% |
| 30D | +2.3% | +10.7% | -8.3% | -1.1% |
| 3M | -8.2% | +55.3% | -63.5% | -21.2% |
| 6M | -35.1% | +60.7% | -95.7% | -45.5% |
| YTD | -54.0% | +44.6% | -98.7% | -60.1% |
| 1Y | -65.3% | +77.7% | -143.1% | -72.1% |
| 3Y | -62.6% | +37.6% | -100.2% | -69.0% |
| 5Y | -64.8% | -35.8% | -29.0% | -63.5% |
| 10Y | +45.1% | +241.7% | -196.7% | -15.0% |
| All | +1,171.4% | +1,379.5% | -208.1% | +405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling