+1,338.0%
CLS vs CRH
+70.5%
+1,267.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.5% | +5.8% |
| 7D | +10.9% | -6.1% | +17.0% | +15.9% |
| 30D | +2.1% | -9.3% | +11.4% | +9.2% |
| 3M | -10.2% | -15.2% | +5.0% | -0.4% |
| 6M | +30.4% | -14.2% | +44.6% | +43.1% |
| YTD | +17.2% | -28.3% | +45.5% | +46.8% |
| 1Y | +41.0% | -21.8% | +62.8% | +63.3% |
| 3Y | +1,338.0% | +71.6% | +1,266.3% | +866.5% |
| All | +1,338.0% | +70.5% | +1,267.5% | +866.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling