+767.6%
CCL vs CRH
+5,984.3%
-5,216.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -4.3% | -4.8% | +0.5% | -2.5% |
| 30D | -19.0% | -13.1% | -5.9% | -14.5% |
| 3M | -13.1% | -12.0% | -1.1% | -8.6% |
| 6M | -13.3% | -16.9% | +3.6% | -6.1% |
| YTD | -25.2% | -29.0% | +3.7% | -14.1% |
| 1Y | -27.2% | -20.3% | -6.9% | -20.1% |
| 3Y | +49.2% | +69.2% | -20.0% | +24.3% |
| 5Y | +0.4% | +94.6% | -94.3% | -19.1% |
| 10Y | -42.3% | +250.3% | -292.6% | -59.8% |
| All | +767.6% | +5,984.3% | -5,216.7% | +326.9% |
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