+274.9%
C vs CRH
+70.5%
+204.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | +0.8% | -6.1% | +6.9% | +3.6% |
| 30D | +0.9% | -9.3% | +10.2% | +5.2% |
| 3M | +1.1% | -15.2% | +16.2% | +8.2% |
| 6M | +28.4% | -14.2% | +42.6% | +35.8% |
| YTD | +20.8% | -28.3% | +49.0% | +38.8% |
| 1Y | +43.4% | -21.8% | +65.2% | +57.5% |
| 3Y | +274.9% | +71.6% | +203.3% | +223.4% |
| All | +274.9% | +70.5% | +204.4% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling