-14.6%
CRH vs CNC
+129.2%
-143.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.4% |
| 7D | -1.7% | +3.5% | -5.2% | -1.8% |
| 30D | -5.4% | +0.1% | -5.4% | -5.4% |
| 3M | -11.2% | +6.9% | -18.1% | -11.4% |
| 6M | -15.8% | +49.0% | -64.9% | -17.0% |
| YTD | -23.6% | +62.9% | -86.5% | -25.3% |
| 1Y | -14.6% | +134.0% | -148.6% | -18.5% |
| All | -14.6% | +129.2% | -143.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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