+62.6%
CSGP vs CRS
+882.2%
-819.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.6% |
| 7D | -7.1% | +4.4% | -11.5% | -7.7% |
| 30D | +3.6% | -19.1% | +22.8% | +6.2% |
| 3M | -2.7% | -43.2% | +40.5% | +5.4% |
| 6M | -8.0% | -28.9% | +20.8% | -5.1% |
| YTD | -55.0% | -3.0% | -52.0% | -56.6% |
| 1Y | -55.8% | -5.3% | -50.4% | -57.2% |
| 3Y | -62.0% | +363.5% | -425.5% | -74.3% |
| 5Y | -62.9% | +858.2% | -921.1% | -79.0% |
| 10Y | +62.6% | +862.9% | -800.3% | -19.2% |
| All | +62.6% | +882.2% | -819.6% | -19.2% |
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