+29.4%
B vs CRH
-13.9%
+43.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +5.2% |
| 7D | +1.1% | +14.2% | -13.1% | -6.0% |
| 30D | +0.3% | +19.5% | -19.2% | -9.1% |
| 3M | +5.4% | +0.4% | +5.1% | +4.7% |
| 6M | +5.5% | -10.1% | +15.7% | +11.1% |
| YTD | -6.3% | -19.9% | +13.6% | +2.6% |
| 1Y | +29.4% | -14.8% | +44.2% | +39.2% |
| All | +29.4% | -13.9% | +43.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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