+67.3%
CSGP vs CRS
+967.2%
-899.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.7% | -7.5% | +0.8% |
| 7D | -1.8% | +4.9% | -6.8% | -2.6% |
| 30D | +5.3% | -20.8% | +26.1% | +8.3% |
| 3M | +3.3% | -46.4% | +49.7% | +12.9% |
| 6M | -4.7% | -28.6% | +23.9% | -1.7% |
| YTD | -53.5% | -2.8% | -50.7% | -55.3% |
| 1Y | -53.7% | -6.7% | -47.0% | -55.2% |
| 3Y | -59.7% | +368.0% | -427.8% | -72.8% |
| 5Y | -62.5% | +852.9% | -915.4% | -78.7% |
| 10Y | +67.3% | +905.1% | -837.8% | -17.9% |
| All | +67.3% | +967.2% | -899.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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