+305.2%
CRH vs CAPR
-99.1%
+404.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.3% |
| 7D | -3.6% | -12.6% | +9.1% | -3.4% |
| 30D | -10.8% | +124.4% | -135.2% | -12.2% |
| 3M | -13.5% | -66.8% | +53.3% | -13.0% |
| 6M | -15.4% | -71.8% | +56.4% | -14.8% |
| YTD | -27.6% | -70.1% | +42.5% | -27.2% |
| 1Y | -18.4% | +33.3% | -51.7% | -22.6% |
| 3Y | +72.5% | +36.7% | +35.8% | +60.2% |
| 5Y | +99.2% | +72.5% | +26.7% | +82.7% |
| 10Y | +257.0% | -77.3% | +334.3% | +214.0% |
| All | +305.2% | -99.1% | +404.3% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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