-14.8%
CRH vs CF
+35.9%
-50.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.4% | +10.0% | +4.5% |
| 7D | +14.2% | -6.9% | +21.0% | +12.2% |
| 30D | +19.5% | -3.7% | +23.3% | +18.5% |
| 3M | +0.4% | -5.0% | +5.3% | -0.4% |
| 6M | -10.1% | -10.5% | +0.3% | -11.5% |
| YTD | -19.9% | +46.5% | -66.5% | -20.8% |
| 1Y | -14.8% | +34.8% | -49.7% | -15.3% |
| All | -14.8% | +35.9% | -50.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling