-63.2%
CSGP vs CRS
+772.4%
-835.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | +1.3% | -1.7% | +2.9% | +1.4% |
| 30D | +10.7% | -28.8% | +39.5% | +14.3% |
| 3M | +3.3% | -50.0% | +53.3% | +11.4% |
| 6M | -10.3% | -39.2% | +28.9% | -6.8% |
| YTD | -54.6% | -11.4% | -43.1% | -56.2% |
| 1Y | -54.6% | -11.7% | -43.0% | -56.3% |
| 3Y | -60.3% | +319.6% | -380.0% | -74.0% |
| All | -63.2% | +772.4% | -835.6% | -79.8% |
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