+6,101.6%
CRH vs CP
+7,539.7%
-1,438.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -3.6% | +0.6% | -4.2% | -3.8% |
| 30D | -10.8% | -0.5% | -10.3% | -10.7% |
| 3M | -13.5% | +0.1% | -13.6% | -13.5% |
| 6M | -15.4% | +7.8% | -23.2% | -17.9% |
| YTD | -27.6% | +22.9% | -50.5% | -33.4% |
| 1Y | -18.4% | +21.3% | -39.7% | -24.6% |
| 3Y | +72.5% | +20.4% | +52.1% | +58.9% |
| 5Y | +99.2% | +34.9% | +64.2% | +74.7% |
| 10Y | +257.0% | +233.3% | +23.7% | +125.6% |
| All | +6,101.6% | +7,539.7% | -1,438.1% | +2,338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling