-21.8%
CRH vs CSGP
-64.8%
+43.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.8% |
| 7D | -6.1% | -1.5% | -4.6% | -6.0% |
| 30D | -9.3% | -0.1% | -9.1% | -9.3% |
| 3M | -15.2% | -6.7% | -8.5% | -15.2% |
| 6M | -14.2% | -32.8% | +18.6% | -11.8% |
| YTD | -28.3% | -54.7% | +26.4% | -23.4% |
| 1Y | -21.8% | -65.0% | +43.2% | -11.4% |
| All | -21.8% | -64.8% | +43.0% | -11.4% |
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