-60.3%
CSGP vs CRS
+321.3%
-381.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | +1.3% | -1.7% | +2.9% | +1.3% |
| 30D | +10.7% | -28.8% | +39.5% | +11.3% |
| 3M | +3.3% | -50.0% | +53.3% | +5.4% |
| 6M | -10.3% | -39.2% | +28.9% | -10.4% |
| YTD | -54.6% | -11.4% | -43.1% | -56.5% |
| 1Y | -54.6% | -11.7% | -43.0% | -56.6% |
| 3Y | -60.3% | +319.6% | -380.0% | -70.7% |
| All | -60.3% | +321.3% | -381.7% | -70.7% |
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