-14.2%
CRH vs D
+7.1%
-21.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.4% | -4.1% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | -9.5% | -0.7% | -8.7% | -9.2% |
| 3M | -10.4% | +2.1% | -12.5% | -10.8% |
| All | -14.2% | +7.1% | -21.3% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling