+60.0%
CSGP vs CRS
+790.4%
-730.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.5% | +3.3% |
| 7D | +1.3% | +4.8% | -3.4% | +0.6% |
| 30D | +2.8% | -23.2% | +26.0% | +6.2% |
| 3M | -6.3% | -45.5% | +39.2% | +2.0% |
| 6M | -3.2% | -33.1% | +30.0% | +0.9% |
| YTD | -54.0% | -7.2% | -46.7% | -55.3% |
| 1Y | -54.8% | -10.0% | -44.8% | -56.0% |
| 3Y | -60.6% | +332.3% | -392.9% | -73.0% |
| 5Y | -62.6% | +801.9% | -864.5% | -78.6% |
| All | +60.0% | +790.4% | -730.4% | -19.1% |
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