+64.9%
CRH vs CSGP
-60.9%
+125.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.0% |
| 7D | -1.3% | +1.3% | -2.7% | -1.6% |
| 30D | +18.1% | +2.8% | +15.3% | +17.0% |
| 3M | -3.9% | -6.3% | +2.5% | -3.2% |
| 6M | -13.3% | -3.2% | -10.2% | -13.8% |
| YTD | -24.2% | -54.0% | +29.8% | -10.9% |
| 1Y | -14.9% | -54.8% | +39.9% | +0.4% |
| 3Y | +64.9% | -60.6% | +125.5% | +97.0% |
| All | +64.9% | -60.9% | +125.8% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling