+99.2%
CRH vs COMP
-28.2%
+127.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -3.6% | +0.8% | -4.4% | -3.7% |
| 30D | -10.8% | -13.9% | +3.0% | -9.2% |
| 3M | -13.5% | +30.7% | -44.2% | -16.7% |
| 6M | -15.4% | +18.7% | -34.1% | -18.2% |
| YTD | -27.6% | +1.0% | -28.6% | -28.9% |
| 1Y | -18.4% | +15.1% | -33.5% | -21.5% |
| 3Y | +72.5% | +219.8% | -147.3% | +40.3% |
| 5Y | +99.2% | -28.7% | +127.8% | +75.8% |
| All | +99.2% | -28.2% | +127.4% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling