-3.8%
CL vs CRH
-11.3%
+7.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.3% |
| 7D | -1.4% | -0.6% | -0.7% | -1.3% |
| 30D | -5.2% | -9.5% | +4.3% | -3.6% |
| 3M | +3.3% | -10.4% | +13.7% | +4.8% |
| All | -3.8% | -11.3% | +7.5% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling