+94.1%
CRH vs CP
+34.9%
+59.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -6.1% | -2.6% | -3.5% | -4.6% |
| 30D | -9.3% | -3.7% | -5.5% | -7.2% |
| 3M | -15.2% | +0.1% | -15.3% | -15.3% |
| 6M | -14.2% | +7.8% | -22.1% | -18.0% |
| YTD | -28.3% | +21.7% | -50.0% | -36.2% |
| 1Y | -21.8% | +18.6% | -40.4% | -29.5% |
| 3Y | +71.6% | +17.5% | +54.1% | +52.5% |
| All | +94.1% | +34.9% | +59.3% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling