+245.6%
CRH vs CPB
-45.3%
+290.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -6.1% | -1.8% | -4.3% | -5.9% |
| 30D | -9.3% | -7.1% | -2.2% | -8.6% |
| 3M | -15.2% | -6.0% | -9.1% | -14.7% |
| 6M | -14.2% | -5.3% | -8.9% | -13.9% |
| YTD | -28.3% | -20.8% | -7.4% | -26.6% |
| 1Y | -21.8% | -33.8% | +12.1% | -18.6% |
| 3Y | +71.6% | -43.7% | +115.4% | +79.8% |
| 5Y | +96.6% | -40.7% | +137.3% | +103.6% |
| All | +245.6% | -45.3% | +290.9% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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