+71.6%
CRH vs CNH
+6.9%
+64.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.1% | -5.7% | -0.4% | -4.2% |
| 30D | -9.3% | +26.6% | -35.8% | -16.8% |
| 3M | -15.2% | +31.1% | -46.3% | -23.5% |
| 6M | -14.2% | +24.9% | -39.1% | -21.6% |
| YTD | -28.3% | +48.7% | -77.0% | -38.5% |
| 1Y | -21.8% | +22.2% | -44.0% | -28.4% |
| 3Y | +71.6% | +7.4% | +64.2% | +65.9% |
| All | +71.6% | +6.9% | +64.7% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling