-16.6%
CRH vs CNC
+107.1%
-123.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.2% |
| 7D | +5.3% | +8.1% | -2.8% | +4.8% |
| 30D | +14.2% | +14.8% | -0.6% | +13.4% |
| 3M | -4.2% | +10.7% | -14.9% | -4.7% |
| 6M | -14.5% | +40.0% | -54.5% | -15.6% |
| YTD | -22.7% | +80.2% | -102.9% | -25.2% |
| 1Y | -16.6% | +101.3% | -117.9% | -20.1% |
| All | -16.6% | +107.1% | -123.6% | -20.1% |
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