-14.8%
CRH vs CI
+21.2%
-36.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.4% | +2.3% | +5.0% |
| 7D | +14.2% | +3.5% | +10.6% | +13.4% |
| 30D | +19.5% | +12.6% | +7.0% | +17.2% |
| 3M | +0.4% | +12.1% | -11.7% | -1.5% |
| 6M | -10.1% | +10.6% | -20.7% | -12.1% |
| YTD | -19.9% | +12.8% | -32.8% | -21.4% |
| 1Y | -14.8% | +18.0% | -32.9% | -16.5% |
| All | -14.8% | +21.2% | -36.0% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling