+10.7%
CARR vs CRH
+93.9%
-83.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | -3.8% | -6.1% | +2.3% | -0.5% |
| 30D | -8.9% | -9.3% | +0.4% | -4.1% |
| 3M | -17.3% | -15.2% | -2.1% | -9.9% |
| 6M | -1.4% | -14.2% | +12.8% | +6.8% |
| YTD | +10.0% | -28.3% | +38.2% | +30.5% |
| 1Y | -6.4% | -21.8% | +15.4% | +5.4% |
| 3Y | +1.5% | +71.6% | -70.1% | -29.0% |
| All | +10.7% | +93.9% | -83.2% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling