-64.8%
CSGP vs CRS
+1,417.0%
-1,481.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.6% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | +2.3% | -16.6% | +18.9% | +4.6% |
| 3M | -8.2% | -3.5% | -4.7% | -8.7% |
| 6M | -35.1% | +15.4% | -50.5% | -37.5% |
| YTD | -54.0% | +51.2% | -105.2% | -58.0% |
| 1Y | -65.3% | +98.3% | -163.6% | -70.3% |
| 3Y | -62.6% | +651.5% | -714.1% | -76.8% |
| All | -64.8% | +1,417.0% | -1,481.8% | -81.6% |
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