+71.6%
CRH vs CAH
+176.8%
-105.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -6.1% | -5.1% | -1.0% | -5.5% |
| 30D | -9.3% | +0.2% | -9.4% | -9.3% |
| 3M | -15.2% | +6.3% | -21.5% | -15.6% |
| 6M | -14.2% | +9.4% | -23.6% | -14.7% |
| YTD | -28.3% | +15.0% | -43.2% | -29.1% |
| 1Y | -21.8% | +55.4% | -77.2% | -26.1% |
| 3Y | +71.6% | +173.8% | -102.2% | +38.3% |
| All | +71.6% | +176.8% | -105.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling