-46.6%
CLF vs CRH
+93.9%
-140.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | -3.5% | -6.1% | +2.5% | +0.8% |
| 30D | -1.6% | -9.3% | +7.7% | +5.4% |
| 3M | -12.0% | -15.2% | +3.2% | -1.9% |
| 6M | +30.0% | -14.2% | +44.2% | +43.4% |
| YTD | -9.2% | -28.3% | +19.1% | +13.6% |
| 1Y | +2.3% | -21.8% | +24.1% | +19.7% |
| 3Y | -14.4% | +71.6% | -86.0% | -45.1% |
| All | -46.6% | +93.9% | -140.5% | -67.8% |
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 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