+110.8%
CRH vs CF
+114.1%
-3.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.3% | +4.8% | -6.1% | -1.3% |
| 30D | +18.1% | +4.7% | +13.4% | +18.1% |
| 3M | -3.9% | +7.4% | -11.3% | -3.9% |
| 6M | -13.3% | +0.6% | -13.9% | -13.3% |
| YTD | -24.2% | +64.1% | -88.3% | -27.8% |
| 1Y | -14.9% | +51.4% | -66.3% | -18.4% |
| 3Y | +64.9% | +67.8% | -2.9% | +53.8% |
| All | +110.8% | +114.1% | -3.3% | +88.5% |
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 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