+94.6%
CRH vs CF
+226.3%
-131.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | -4.8% | -2.0% | -2.8% | -4.7% |
| 30D | -13.1% | +15.3% | -28.4% | -13.3% |
| 3M | -12.0% | +24.3% | -36.3% | -12.4% |
| 6M | -16.9% | +23.9% | -40.8% | -18.2% |
| YTD | -29.0% | +77.3% | -106.2% | -32.5% |
| 1Y | -20.3% | +58.7% | -79.0% | -23.6% |
| 3Y | +69.2% | +72.8% | -3.6% | +58.3% |
| 5Y | +94.6% | +228.8% | -134.1% | +58.8% |
| All | +94.6% | +226.3% | -131.6% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling