-21.8%
CRH vs CI
-5.7%
-16.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -0.1% | -6.0% | -6.0% |
| 30D | -9.3% | +1.8% | -11.0% | -9.4% |
| 3M | -15.2% | -4.2% | -10.9% | -14.9% |
| 6M | -14.2% | +8.8% | -23.1% | -15.3% |
| YTD | -28.3% | +3.7% | -32.0% | -28.6% |
| 1Y | -21.8% | -6.1% | -15.6% | -21.3% |
| All | -21.8% | -5.7% | -16.1% | -21.3% |
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