+416.0%
CRH vs CFG
+386.5%
+29.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -3.6% | -0.6% | -3.0% | -3.3% |
| 30D | -10.8% | -4.5% | -6.3% | -9.0% |
| 3M | -13.5% | +6.3% | -19.8% | -16.0% |
| 6M | -15.4% | +20.6% | -36.0% | -22.5% |
| YTD | -27.6% | +21.2% | -48.8% | -33.9% |
| 1Y | -18.4% | +38.2% | -56.6% | -30.2% |
| 3Y | +72.5% | +185.9% | -113.4% | +3.1% |
| 5Y | +99.2% | +97.0% | +2.2% | +37.2% |
| 10Y | +257.0% | +306.8% | -49.8% | +52.7% |
| All | +416.0% | +386.5% | +29.5% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling