+245.6%
CRH vs CF
+595.8%
-350.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -6.1% | -0.2% | -5.8% | -6.0% |
| 30D | -9.3% | +11.5% | -20.7% | -11.6% |
| 3M | -15.2% | +25.5% | -40.7% | -20.0% |
| 6M | -14.2% | +11.8% | -26.0% | -18.6% |
| YTD | -28.3% | +74.6% | -102.8% | -40.1% |
| 1Y | -21.8% | +57.7% | -79.5% | -33.1% |
| 3Y | +71.6% | +74.2% | -2.6% | +38.1% |
| 5Y | +96.6% | +223.8% | -127.2% | +15.8% |
| All | +245.6% | +595.8% | -350.2% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling