+3,264.4%
CSGP vs CRS
+3,301.7%
-37.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | +2.3% | -16.6% | +18.9% | +6.5% |
| 3M | -8.2% | -3.5% | -4.7% | -8.6% |
| 6M | -35.1% | +15.4% | -50.5% | -38.6% |
| YTD | -54.0% | +51.2% | -105.2% | -59.7% |
| 1Y | -65.3% | +98.3% | -163.6% | -71.9% |
| 3Y | -62.6% | +651.5% | -714.1% | -79.3% |
| 5Y | -64.8% | +1,411.1% | -1,475.9% | -84.4% |
| 10Y | +45.1% | +1,424.3% | -1,379.3% | -45.0% |
| All | +3,264.4% | +3,301.7% | -37.3% | +825.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling