+242.1%
CRH vs CSGP
+44.2%
+198.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -4.8% | -6.9% | +2.2% | -2.6% |
| 30D | -13.1% | -5.2% | -7.9% | -11.9% |
| 3M | -12.0% | -13.8% | +1.9% | -8.5% |
| 6M | -16.9% | -36.3% | +19.5% | -5.0% |
| YTD | -29.0% | -56.1% | +27.2% | -8.8% |
| 1Y | -20.3% | -65.8% | +45.5% | +11.4% |
| 3Y | +69.2% | -64.3% | +133.5% | +126.7% |
| 5Y | +94.6% | -67.3% | +161.9% | +161.4% |
| All | +242.1% | +44.2% | +198.0% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling