+130.6%
CRH vs COMP
-47.7%
+178.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -1.7% | +1.4% | -3.0% | -1.9% |
| 30D | -5.4% | -13.3% | +8.0% | -3.7% |
| 3M | -11.2% | +41.1% | -52.3% | -15.2% |
| 6M | -15.8% | +17.2% | -33.0% | -18.5% |
| YTD | -23.6% | +5.2% | -28.8% | -25.4% |
| 1Y | -14.6% | +18.9% | -33.5% | -18.1% |
| 3Y | +74.3% | +215.9% | -141.6% | +42.8% |
| 5Y | +103.7% | -31.2% | +134.9% | +75.1% |
| All | +130.6% | -47.7% | +178.3% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling