-63.1%
CSGP vs CRS
+800.5%
-863.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.5% | +3.1% |
| 7D | +1.3% | +4.8% | -3.4% | +0.8% |
| 30D | +2.8% | -23.2% | +26.0% | +5.2% |
| 3M | -6.3% | -45.5% | +39.2% | 0.0% |
| 6M | -3.2% | -33.1% | +30.0% | -0.7% |
| YTD | -54.0% | -7.2% | -46.7% | -55.8% |
| 1Y | -54.8% | -10.0% | -44.8% | -56.5% |
| 3Y | -60.6% | +332.3% | -392.9% | -74.2% |
| All | -63.1% | +800.5% | -863.6% | -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