+20.2%
CLF vs CRH
-13.9%
+34.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.6% | -14.8% | -11.8% |
| 7D | -7.9% | +14.2% | -22.1% | -14.4% |
| 30D | +5.2% | +19.5% | -14.3% | -5.1% |
| 3M | +4.3% | +0.4% | +3.9% | +4.6% |
| 6M | +25.3% | -10.1% | +35.4% | +34.5% |
| YTD | -3.3% | -19.9% | +16.6% | +9.7% |
| 1Y | +20.2% | -14.8% | +35.1% | +29.8% |
| All | +20.2% | -13.9% | +34.1% | +29.8% |
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