-29.6%
CLS vs CRH
-13.9%
-15.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.6% | -14.7% | -10.7% |
| 7D | -21.1% | +14.2% | -35.3% | -25.4% |
| 30D | -38.2% | +19.5% | -57.8% | -42.8% |
| 3M | -36.3% | +0.4% | -36.7% | -36.0% |
| 6M | -43.8% | -10.1% | -33.7% | -40.1% |
| YTD | -20.0% | -19.9% | -0.1% | -11.4% |
| 1Y | -29.6% | -14.8% | -14.8% | -30.3% |
| All | -29.6% | -13.9% | -15.7% | -30.3% |
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