+413.8%
CRH vs CNH
+59.0%
+354.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.4% |
| 7D | -3.6% | +1.8% | -5.4% | -4.4% |
| 30D | -10.8% | +32.6% | -43.5% | -22.1% |
| 3M | -13.5% | +29.4% | -42.9% | -24.0% |
| 6M | -15.4% | +26.0% | -41.4% | -25.3% |
| YTD | -27.6% | +52.2% | -79.8% | -41.7% |
| 1Y | -18.4% | +23.9% | -42.3% | -28.2% |
| 3Y | +72.5% | +10.1% | +62.4% | +54.1% |
| 5Y | +99.2% | +13.2% | +86.0% | +70.9% |
| 10Y | +257.0% | +160.7% | +96.4% | +94.7% |
| All | +413.8% | +59.0% | +354.9% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling