-14.6%
CRH vs CAH
+65.8%
-80.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -1.7% | +5.4% | -7.1% | -1.8% |
| 30D | -5.4% | +3.3% | -8.7% | -5.5% |
| 3M | -11.2% | +22.8% | -34.0% | -10.8% |
| 6M | -15.8% | +11.3% | -27.1% | -15.5% |
| YTD | -23.6% | +21.1% | -44.8% | -22.7% |
| 1Y | -14.6% | +67.2% | -81.8% | -15.7% |
| All | -14.6% | +65.8% | -80.4% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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