+541.2%
CRH vs CF
+5,948.3%
-5,407.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.3% |
| 7D | -1.7% | +6.0% | -7.7% | -3.3% |
| 30D | -5.4% | +14.8% | -20.2% | -9.1% |
| 3M | -11.2% | +14.1% | -25.3% | -15.0% |
| 6M | -15.8% | +28.5% | -44.4% | -24.2% |
| YTD | -23.6% | +74.9% | -98.6% | -37.2% |
| 1Y | -14.6% | +61.7% | -76.3% | -28.6% |
| 3Y | +74.3% | +80.3% | -6.0% | +36.9% |
| 5Y | +103.7% | +226.0% | -122.3% | +24.7% |
| 10Y | +261.4% | +569.9% | -308.4% | +66.2% |
| All | +541.2% | +5,948.3% | -5,407.1% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling