+4,830.4%
CL vs CRH
+6,189.1%
-1,358.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | 0.0% |
| 7D | -1.4% | -0.6% | -0.7% | -1.3% |
| 30D | -5.2% | -9.5% | +4.3% | -4.2% |
| 3M | +3.3% | -10.4% | +13.7% | +4.4% |
| 6M | -4.4% | -14.2% | +9.8% | -3.0% |
| YTD | +13.9% | -26.6% | +40.5% | +17.3% |
| 1Y | +7.6% | -18.2% | +25.9% | +9.3% |
| 3Y | +29.6% | +74.9% | -45.4% | +19.8% |
| 5Y | +28.1% | +101.7% | -73.6% | +15.5% |
| 10Y | +53.4% | +249.4% | -196.1% | +27.9% |
| All | +4,830.4% | +6,189.1% | -1,358.7% | +3,130.3% |
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 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