-14.6%
CRH vs CNH
+29.2%
-43.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +1.2% |
| 7D | -1.7% | +23.3% | -25.0% | -7.8% |
| 30D | -5.4% | +33.5% | -38.8% | -13.7% |
| 3M | -11.2% | +32.7% | -43.9% | -19.2% |
| 6M | -15.8% | +22.2% | -38.0% | -23.1% |
| YTD | -23.6% | +57.7% | -81.3% | -32.8% |
| 1Y | -14.6% | +28.0% | -42.6% | -21.1% |
| All | -14.6% | +29.2% | -43.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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