+26.4%
CL vs CRH
+93.9%
-67.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -2.2% | -6.1% | +3.8% | -1.7% |
| 30D | -6.0% | -9.3% | +3.3% | -5.2% |
| 3M | -2.3% | -15.2% | +12.9% | -1.0% |
| 6M | -2.0% | -14.2% | +12.2% | -0.8% |
| YTD | +11.8% | -28.3% | +40.1% | +14.5% |
| 1Y | +5.8% | -21.8% | +27.6% | +7.4% |
| 3Y | +25.9% | +71.6% | -45.7% | +13.3% |
| All | +26.4% | +93.9% | -67.5% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling