-89.7%
CDE vs CRH
+6,046.1%
-6,135.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -3.1% | -6.1% | +3.0% | -0.9% |
| 30D | +9.5% | -9.3% | +18.7% | +13.5% |
| 3M | +25.5% | -15.2% | +40.7% | +33.6% |
| 6M | -7.9% | -14.2% | +6.3% | -1.9% |
| YTD | +15.6% | -28.3% | +43.8% | +31.9% |
| 1Y | +34.0% | -21.8% | +55.8% | +47.9% |
| 3Y | +791.9% | +71.6% | +720.3% | +651.7% |
| 5Y | +197.7% | +96.6% | +101.1% | +137.9% |
| 10Y | +55.0% | +253.8% | -198.8% | +1.3% |
| All | -89.7% | +6,046.1% | -6,135.8% | -95.0% |
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