+6,046.1%
CRH vs CMI
+19,626.5%
-13,580.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -6.1% | -0.7% | -5.3% | -5.8% |
| 30D | -9.3% | -12.4% | +3.1% | -5.2% |
| 3M | -15.2% | -14.8% | -0.4% | -11.0% |
| 6M | -14.2% | +0.8% | -15.0% | -15.0% |
| YTD | -28.3% | +10.2% | -38.4% | -31.2% |
| 1Y | -21.8% | +37.4% | -59.2% | -30.5% |
| 3Y | +71.6% | +153.3% | -81.7% | +24.5% |
| 5Y | +96.6% | +167.6% | -71.0% | +40.0% |
| 10Y | +253.8% | +514.4% | -260.5% | +96.4% |
| All | +6,046.1% | +19,626.5% | -13,580.4% | +1,853.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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