+782.1%
B vs CRH
+6,046.1%
-5,263.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -2.4% | -6.1% | +3.7% | -1.5% |
| 30D | +6.3% | -9.3% | +15.6% | +7.8% |
| 3M | +12.1% | -15.2% | +27.3% | +14.7% |
| 6M | -3.1% | -14.2% | +11.1% | -1.0% |
| YTD | +2.0% | -28.3% | +30.2% | +6.7% |
| 1Y | +51.7% | -21.8% | +73.5% | +56.7% |
| 3Y | +190.5% | +71.6% | +118.9% | +169.2% |
| 5Y | +158.0% | +96.6% | +61.4% | +132.7% |
| 10Y | +205.5% | +253.8% | -48.3% | +150.7% |
| All | +782.1% | +6,046.1% | -5,263.9% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling