+245.6%
CRH vs CMS
+118.9%
+126.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -6.1% | -1.9% | -4.1% | -5.5% |
| 30D | -9.3% | -4.1% | -5.2% | -8.1% |
| 3M | -15.2% | -7.1% | -8.1% | -13.2% |
| 6M | -14.2% | -10.1% | -4.2% | -11.4% |
| YTD | -28.3% | -1.7% | -26.5% | -28.0% |
| 1Y | -21.8% | -3.4% | -18.4% | -21.2% |
| 3Y | +71.6% | +31.6% | +40.1% | +53.6% |
| 5Y | +96.6% | +23.3% | +73.3% | +78.1% |
| All | +245.6% | +118.9% | +126.8% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling