+94.1%
CRH vs CG
-2.7%
+96.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.7% |
| 7D | -6.1% | -9.9% | +3.8% | -1.8% |
| 30D | -9.3% | -11.7% | +2.4% | -4.6% |
| 3M | -15.2% | -4.3% | -10.9% | -14.1% |
| 6M | -14.2% | -8.8% | -5.4% | -11.5% |
| YTD | -28.3% | -26.9% | -1.4% | -19.2% |
| 1Y | -21.8% | -35.4% | +13.6% | -7.7% |
| 3Y | +71.6% | +43.0% | +28.6% | +37.9% |
| All | +94.1% | -2.7% | +96.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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