+245.6%
CRH vs CP
+232.0%
+13.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | -6.1% | -2.6% | -3.5% | -4.5% |
| 30D | -9.3% | -3.7% | -5.5% | -7.1% |
| 3M | -15.2% | +0.1% | -15.3% | -15.4% |
| 6M | -14.2% | +7.8% | -22.1% | -18.3% |
| YTD | -28.3% | +21.7% | -50.0% | -36.8% |
| 1Y | -21.8% | +18.6% | -40.4% | -30.2% |
| 3Y | +71.6% | +17.5% | +54.1% | +51.3% |
| 5Y | +96.6% | +35.4% | +61.3% | +54.8% |
| All | +245.6% | +232.0% | +13.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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