-14.6%
CRH vs CSGP
-64.9%
+50.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | -5.4% | +2.3% | -7.7% | -5.5% |
| 3M | -11.2% | -8.2% | -3.0% | -11.3% |
| 6M | -15.8% | -35.1% | +19.2% | -13.1% |
| YTD | -23.6% | -54.0% | +30.4% | -18.4% |
| 1Y | -14.6% | -65.3% | +50.7% | -1.3% |
| All | -14.6% | -64.9% | +50.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling