-28.8%
CCL vs CRH
-20.2%
-8.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.4% |
| 7D | -3.2% | -6.1% | +2.8% | +1.8% |
| 30D | -17.8% | -9.3% | -8.5% | -10.9% |
| 3M | -18.7% | -15.2% | -3.5% | -7.1% |
| 6M | -11.4% | -14.2% | +2.8% | +1.3% |
| YTD | -24.3% | -28.3% | +3.9% | -5.9% |
| 1Y | -28.8% | -21.8% | -7.0% | -13.8% |
| All | -28.8% | -20.2% | -8.7% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling