-15.4%
CRH vs CP
+10.2%
-25.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.5% |
| 7D | -3.6% | +0.6% | -4.2% | -4.0% |
| 30D | -10.8% | -0.5% | -10.3% | -10.7% |
| 3M | -13.5% | +0.1% | -13.6% | -13.8% |
| 6M | -15.4% | +7.8% | -23.2% | -21.0% |
| All | -15.4% | +10.2% | -25.6% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling