+6,189.1%
CRH vs D
+2,361.5%
+3,827.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 3M | -10.4% | +2.1% | -12.5% | -11.1% |
| 6M | -14.2% | +6.8% | -21.0% | -16.5% |
| YTD | -26.6% | +16.5% | -43.1% | -30.8% |
| 1Y | -18.2% | +19.2% | -37.4% | -23.8% |
| 3Y | +74.9% | +61.9% | +13.1% | +42.5% |
| 5Y | +101.7% | +6.5% | +95.2% | +90.1% |
| 10Y | +249.4% | +35.3% | +214.2% | +189.5% |
| All | +6,189.1% | +2,361.5% | +3,827.5% | +3,426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling