+245.6%
CRH vs CAH
+294.8%
-49.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -6.1% | -5.1% | -1.0% | -4.6% |
| 30D | -9.3% | +0.2% | -9.4% | -9.3% |
| 3M | -15.2% | +6.3% | -21.5% | -16.7% |
| 6M | -14.2% | +9.4% | -23.6% | -16.7% |
| YTD | -28.3% | +15.0% | -43.2% | -31.8% |
| 1Y | -21.8% | +55.4% | -77.2% | -32.9% |
| 3Y | +71.6% | +173.8% | -102.2% | +19.7% |
| 5Y | +96.6% | +395.2% | -298.6% | +9.8% |
| All | +245.6% | +294.8% | -49.2% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling