+94.1%
CRH vs D
+3.6%
+90.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -6.1% | -2.2% | -3.8% | -5.5% |
| 30D | -9.3% | -4.5% | -4.8% | -8.3% |
| 3M | -15.2% | -2.5% | -12.7% | -14.7% |
| 6M | -14.2% | +5.5% | -19.8% | -15.4% |
| YTD | -28.3% | +13.3% | -41.5% | -30.5% |
| 1Y | -21.8% | +11.8% | -33.6% | -24.1% |
| 3Y | +71.6% | +56.7% | +14.9% | +49.9% |
| All | +94.1% | +3.6% | +90.5% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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