+971.0%
CRH vs CNC
+5,485.4%
-4,514.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.0% |
| YTD | -28.3% | +61.4% | -89.7% | -35.3% |
| 1Y | -21.8% | +94.9% | -116.7% | -32.3% |
| 3Y | +71.6% | 0.0% | +71.6% | +61.1% |
| 5Y | +96.6% | +11.2% | +85.4% | +78.3% |
| 10Y | +253.8% | +98.7% | +155.1% | +180.8% |
| All | +971.0% | +5,485.4% | -4,514.4% | +504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling