+18.8%
CLF vs CRH
-14.7%
+33.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.2% |
| 7D | +7.6% | -1.7% | +9.2% | +8.7% |
| 30D | -1.2% | -5.4% | +4.2% | +2.3% |
| 3M | -13.4% | -11.2% | -2.2% | -6.7% |
| 6M | +15.4% | -15.8% | +31.3% | +27.6% |
| YTD | -5.9% | -23.6% | +17.8% | +10.2% |
| 1Y | +18.8% | -14.6% | +33.4% | +31.1% |
| All | +18.8% | -14.7% | +33.5% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling