+30.4%
CLS vs CRH
-15.9%
+46.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.5% | +6.1% |
| 7D | +10.9% | -6.1% | +17.0% | +13.8% |
| 30D | +2.1% | -9.3% | +11.4% | +6.6% |
| 3M | -10.2% | -15.2% | +5.0% | -4.1% |
| 6M | +30.4% | -14.2% | +44.6% | +36.6% |
| All | +30.4% | -15.9% | +46.2% | +36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling