+1,164.3%
C vs CRH
+6,101.6%
-4,937.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +2.6% | -3.6% | +6.2% | +4.1% |
| 30D | +1.9% | -10.8% | +12.7% | +6.6% |
| 3M | +2.8% | -13.5% | +16.3% | +8.5% |
| 6M | +30.6% | -15.4% | +46.0% | +38.6% |
| YTD | +19.9% | -27.6% | +47.5% | +35.5% |
| 1Y | +44.6% | -18.4% | +63.0% | +55.0% |
| 3Y | +272.1% | +72.5% | +199.6% | +188.8% |
| 5Y | +132.0% | +99.2% | +32.8% | +67.2% |
| 10Y | +294.7% | +257.0% | +37.6% | +127.7% |
| All | +1,164.3% | +6,101.6% | -4,937.3% | +359.6% |
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