+245.6%
CRH vs CNH
+158.6%
+87.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.1% | -5.7% | -0.4% | -3.5% |
| 30D | -9.3% | +26.6% | -35.8% | -19.3% |
| 3M | -15.2% | +31.1% | -46.3% | -26.2% |
| 6M | -14.2% | +24.9% | -39.1% | -24.1% |
| YTD | -28.3% | +48.7% | -77.0% | -41.9% |
| 1Y | -21.8% | +22.2% | -44.0% | -31.0% |
| 3Y | +71.6% | +7.4% | +64.2% | +54.7% |
| 5Y | +96.6% | +10.8% | +85.8% | +69.0% |
| All | +245.6% | +158.6% | +87.0% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling