+6,101.6%
CRH vs CMS
+455.4%
+5,646.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | -10.8% | -1.3% | -9.5% | -10.6% |
| 3M | -13.5% | -5.4% | -8.1% | -12.4% |
| 6M | -15.4% | -10.3% | -5.1% | -13.3% |
| YTD | -27.6% | -0.2% | -27.4% | -27.7% |
| 1Y | -18.4% | -0.9% | -17.5% | -18.4% |
| 3Y | +72.5% | +34.0% | +38.6% | +59.1% |
| 5Y | +99.2% | +23.6% | +75.6% | +86.2% |
| 10Y | +257.0% | +122.2% | +134.8% | +189.3% |
| All | +6,101.6% | +455.4% | +5,646.2% | +3,551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling