+6,046.1%
CRH vs CAH
+14,302.1%
-8,256.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -6.1% | -5.1% | -1.0% | -4.9% |
| 30D | -9.3% | +0.2% | -9.4% | -9.3% |
| 3M | -15.2% | +6.3% | -21.5% | -16.4% |
| 6M | -14.2% | +9.4% | -23.6% | -16.2% |
| YTD | -28.3% | +15.0% | -43.2% | -31.0% |
| 1Y | -21.8% | +55.4% | -77.2% | -30.4% |
| 3Y | +71.6% | +173.8% | -102.2% | +31.9% |
| 5Y | +96.6% | +395.2% | -298.6% | +30.1% |
| 10Y | +253.8% | +293.2% | -39.4% | +136.9% |
| All | +6,046.1% | +14,302.1% | -8,256.0% | +3,321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling