-62.9%
CSGP vs CRS
+864.2%
-927.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.5% |
| 7D | -7.1% | +4.4% | -11.5% | -7.6% |
| 30D | +3.6% | -19.1% | +22.8% | +5.5% |
| 3M | -2.7% | -43.2% | +40.5% | +3.4% |
| 6M | -8.0% | -28.9% | +20.8% | -6.4% |
| YTD | -55.0% | -3.0% | -52.0% | -57.0% |
| 1Y | -55.8% | -5.3% | -50.4% | -57.6% |
| 3Y | -62.0% | +363.5% | -425.5% | -75.4% |
| 5Y | -62.9% | +858.2% | -921.1% | -80.0% |
| All | -62.9% | +864.2% | -927.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling