+94.1%
CRH vs CFG
+99.1%
-5.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | -6.1% | -0.4% | -5.6% | -5.9% |
| 30D | -9.3% | -4.6% | -4.6% | -7.4% |
| 3M | -15.2% | +6.7% | -21.8% | -17.8% |
| 6M | -14.2% | +22.1% | -36.3% | -21.6% |
| YTD | -28.3% | +23.2% | -51.4% | -34.8% |
| 1Y | -21.8% | +40.3% | -62.0% | -33.1% |
| 3Y | +71.6% | +187.9% | -116.3% | +6.0% |
| All | +94.1% | +99.1% | -5.0% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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