+5,984.3%
CRH vs CI
+7,589.9%
-1,605.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | -4.8% | -1.3% | -3.4% | -4.5% |
| 30D | -13.1% | +3.1% | -16.2% | -13.8% |
| 3M | -12.0% | -4.5% | -7.5% | -11.2% |
| 6M | -16.9% | +8.3% | -25.1% | -18.8% |
| YTD | -29.0% | +3.8% | -32.8% | -30.0% |
| 1Y | -20.3% | -5.0% | -15.3% | -20.4% |
| 3Y | +69.2% | +5.8% | +63.5% | +61.4% |
| 5Y | +94.6% | +50.6% | +44.0% | +68.7% |
| 10Y | +250.3% | +143.3% | +107.0% | +166.1% |
| All | +5,984.3% | +7,589.9% | -1,605.6% | +2,727.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling