+49.3%
CCL vs CRH
+70.5%
-21.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.5% |
| 7D | -3.2% | -6.1% | +2.8% | +1.3% |
| 30D | -17.8% | -9.3% | -8.5% | -11.7% |
| 3M | -18.7% | -15.2% | -3.5% | -8.3% |
| 6M | -11.4% | -14.2% | +2.8% | +0.1% |
| YTD | -24.3% | -28.3% | +3.9% | -3.9% |
| 1Y | -28.8% | -21.8% | -7.0% | -15.4% |
| 3Y | +49.3% | +71.6% | -22.3% | +18.4% |
| All | +49.3% | +70.5% | -21.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling