+73.2%
CRH vs CF
+75.7%
-2.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.2% |
| 7D | -3.6% | -0.8% | -2.7% | -3.6% |
| 30D | -10.8% | +14.3% | -25.1% | -9.8% |
| 3M | -13.5% | +27.9% | -41.3% | -12.0% |
| 6M | -15.4% | +25.5% | -41.0% | -15.0% |
| YTD | -27.6% | +81.2% | -108.8% | -29.4% |
| 1Y | -18.4% | +66.5% | -84.9% | -19.9% |
| All | +73.2% | +75.7% | -2.5% | +60.2% |
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