+25,859.7%
CAT vs CRH
+6,101.6%
+19,758.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.4% |
| 7D | +2.9% | -3.6% | +6.5% | +4.0% |
| 30D | -2.6% | -10.8% | +8.2% | +0.7% |
| 3M | -10.7% | -13.5% | +2.8% | -6.9% |
| 6M | +16.1% | -15.4% | +31.6% | +21.9% |
| YTD | +43.2% | -27.6% | +70.8% | +57.3% |
| 1Y | +96.8% | -18.4% | +115.2% | +108.3% |
| 3Y | +201.4% | +72.5% | +128.8% | +154.2% |
| 5Y | +332.7% | +99.2% | +233.5% | +246.4% |
| 10Y | +1,157.1% | +257.0% | +900.1% | +751.3% |
| All | +25,859.7% | +6,101.6% | +19,758.1% | +14,038.1% |
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