+64.9%
CRH vs CF
+68.9%
-4.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.3% | +4.8% | -6.1% | -0.8% |
| 30D | +18.1% | +4.7% | +13.4% | +18.8% |
| 3M | -3.9% | +7.4% | -11.3% | -3.0% |
| 6M | -13.3% | +0.6% | -13.9% | -12.7% |
| YTD | -24.2% | +64.1% | -88.3% | -26.1% |
| 1Y | -14.9% | +51.4% | -66.3% | -16.6% |
| 3Y | +64.9% | +67.8% | -2.9% | +51.5% |
| All | +64.9% | +68.9% | -4.0% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling