-61.9%
CSGP vs CRS
+354.4%
-416.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.9% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | +2.2% | -22.9% | +25.1% | +2.6% |
| 3M | -3.7% | -46.8% | +43.2% | -1.8% |
| 6M | -7.4% | -30.4% | +23.0% | -8.2% |
| YTD | -54.9% | -5.4% | -49.5% | -56.8% |
| 1Y | -54.9% | -9.0% | -45.9% | -56.6% |
| 3Y | -61.9% | +352.2% | -414.1% | -72.0% |
| All | -61.9% | +354.4% | -416.3% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling