+6,568.3%
CB vs CRH
+6,162.8%
+405.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | -0.5% | -3.6% | +3.1% | +0.2% |
| 30D | -3.1% | -10.8% | +7.8% | -0.7% |
| 3M | +4.2% | -13.5% | +17.7% | +7.1% |
| 6M | +4.7% | -15.4% | +20.1% | +7.7% |
| YTD | +8.8% | -27.6% | +36.4% | +15.5% |
| 1Y | +22.6% | -18.4% | +41.0% | +26.4% |
| 3Y | +70.6% | +72.5% | -1.9% | +45.2% |
| 5Y | +99.4% | +99.2% | +0.3% | +61.9% |
| 10Y | +223.5% | +257.0% | -33.6% | +127.5% |
| All | +6,568.3% | +6,162.8% | +405.5% | +3,349.8% |
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