+116.7%
CRH vs COMP
-50.5%
+167.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.7% | +0.5% |
| 7D | -6.1% | -5.5% | -0.6% | -5.4% |
| 30D | -9.3% | -17.4% | +8.2% | -7.1% |
| 3M | -15.2% | +24.4% | -39.6% | -17.7% |
| 6M | -14.2% | +21.8% | -36.0% | -17.2% |
| YTD | -28.3% | -0.6% | -27.7% | -29.4% |
| 1Y | -21.8% | +11.5% | -33.2% | -24.4% |
| 3Y | +71.6% | +220.4% | -148.8% | +40.4% |
| 5Y | +96.6% | -26.6% | +123.2% | +69.6% |
| All | +116.7% | -50.5% | +167.2% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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