+41.1%
CLS vs CRH
-14.7%
+55.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.4% |
| 7D | +4.6% | -1.7% | +6.2% | +5.4% |
| 30D | -13.9% | -5.4% | -8.5% | -11.6% |
| 3M | -26.6% | -11.2% | -15.4% | -22.6% |
| 6M | +15.4% | -15.8% | +31.3% | +25.1% |
| YTD | +5.7% | -23.6% | +29.3% | +18.9% |
| 1Y | +41.1% | -14.6% | +55.7% | +43.3% |
| All | +41.1% | -14.7% | +55.8% | +43.3% |
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 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