+791.9%
CDE vs CRH
+70.5%
+721.4%
-47.8%
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% | +0.4% |
| 7D | -3.1% | -6.1% | +3.0% | +1.8% |
| 30D | +9.5% | -9.3% | +18.7% | +18.2% |
| 3M | +25.5% | -15.2% | +40.7% | +43.0% |
| 6M | -7.9% | -14.2% | +6.3% | +4.5% |
| YTD | +15.6% | -28.3% | +43.8% | +50.6% |
| 1Y | +34.0% | -21.8% | +55.8% | +62.6% |
| 3Y | +791.9% | +71.6% | +720.3% | +474.3% |
| All | +791.9% | +70.5% | +721.4% | +474.3% |
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