+0.6%
CRH vs CAI
-9.9%
+10.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -6.1% | -2.9% | -3.1% | -5.8% |
| 30D | -9.3% | +9.3% | -18.6% | -10.3% |
| 3M | -15.2% | +35.2% | -50.4% | -18.2% |
| 6M | -14.2% | +30.7% | -44.9% | -17.8% |
| YTD | -28.3% | -9.8% | -18.5% | -29.4% |
| 1Y | -21.8% | -28.9% | +7.1% | -21.6% |
| All | +0.6% | -9.9% | +10.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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