+4,893.6%
CRH vs ALL
+3,554.9%
+1,338.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -4.8% | -4.3% | -0.5% | -3.3% |
| 30D | -13.1% | -3.6% | -9.5% | -12.0% |
| 3M | -12.0% | +13.2% | -25.2% | -16.1% |
| 6M | -16.9% | +22.5% | -39.4% | -23.2% |
| YTD | -29.0% | +22.7% | -51.7% | -34.6% |
| 1Y | -20.3% | +28.3% | -48.6% | -28.0% |
| 3Y | +69.2% | +152.0% | -82.8% | +18.3% |
| 5Y | +94.6% | +115.4% | -20.8% | +41.6% |
| 10Y | +250.3% | +361.5% | -111.2% | +98.8% |
| All | +4,893.6% | +3,554.9% | +1,338.6% | +2,054.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 all: compounded portfolio wealth divided by compounded ALL 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…
all analysis · Full analysis span regression · 6 months rolling