+245.6%
CRH vs CNC
+99.9%
+145.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.7% |
| 7D | -6.1% | -0.9% | -5.1% | -5.9% |
| 30D | -9.3% | -1.0% | -8.3% | -9.2% |
| 3M | -15.2% | +4.5% | -19.7% | -16.1% |
| 6M | -14.2% | +85.2% | -99.4% | -24.4% |
| YTD | -28.3% | +61.4% | -89.7% | -35.5% |
| 1Y | -21.8% | +94.9% | -116.7% | -32.8% |
| 3Y | +71.6% | 0.0% | +71.6% | +61.5% |
| 5Y | +96.6% | +11.2% | +85.4% | +75.7% |
| All | +245.6% | +99.9% | +145.7% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling