+3,388.4%
CSGP vs CRS
+1,896.9%
+1,491.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.6% |
| 7D | +13.9% | -6.6% | +20.5% | +15.5% |
| 30D | +16.0% | -29.5% | +45.5% | +24.2% |
| 3M | +6.1% | -51.1% | +57.2% | +23.3% |
| 6M | -8.2% | -37.3% | +29.1% | -0.6% |
| YTD | -52.3% | -11.2% | -41.1% | -53.4% |
| 1Y | -54.5% | -11.5% | -43.0% | -55.6% |
| 3Y | -58.6% | +324.4% | -383.0% | -74.1% |
| 5Y | -61.5% | +796.6% | -858.1% | -80.9% |
| 10Y | +74.7% | +929.0% | -854.3% | -28.7% |
| All | +3,388.4% | +1,896.9% | +1,491.6% | +970.9% |
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