+99.2%
CRH vs CSGP
-66.6%
+165.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | -3.6% | -5.4% | +1.8% | -2.1% |
| 30D | -10.8% | -6.0% | -4.8% | -9.5% |
| 3M | -13.5% | -12.8% | -0.7% | -10.8% |
| 6M | -15.4% | -38.9% | +23.5% | -3.4% |
| YTD | -27.6% | -56.0% | +28.4% | -9.1% |
| 1Y | -18.4% | -66.4% | +48.0% | +12.1% |
| 3Y | +72.5% | -64.2% | +136.7% | +125.1% |
| 5Y | +99.2% | -67.0% | +166.2% | +142.7% |
| All | +99.2% | -66.6% | +165.8% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling