+1,488.7%
CRH vs CSGP
+3,263.3%
-1,774.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.6% | -7.1% | +4.5% | -1.2% |
| 30D | +18.8% | +3.6% | +15.1% | +17.5% |
| 3M | -4.6% | -2.7% | -1.9% | -4.7% |
| 6M | -13.8% | -8.0% | -5.8% | -13.4% |
| YTD | -22.0% | -55.0% | +33.0% | -11.1% |
| 1Y | -13.6% | -55.8% | +42.2% | -1.3% |
| 3Y | +69.2% | -62.0% | +131.2% | +96.9% |
| 5Y | +117.9% | -62.9% | +180.8% | +151.7% |
| 10Y | +259.0% | +62.6% | +196.4% | +221.8% |
| All | +1,488.7% | +3,263.3% | -1,774.7% | +1,025.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling