+69.9%
CRH vs CP
+18.1%
+51.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.1% |
| 7D | -4.8% | -2.7% | -2.1% | -3.2% |
| 30D | -13.1% | -3.4% | -9.8% | -11.4% |
| 3M | -12.0% | -0.6% | -11.3% | -11.7% |
| 6M | -16.9% | +6.3% | -23.2% | -19.9% |
| YTD | -29.0% | +21.2% | -50.1% | -36.4% |
| 1Y | -20.3% | +20.0% | -40.4% | -28.4% |
| All | +69.9% | +18.1% | +51.8% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling