+6,046.1%
CRH vs ED
+2,199.4%
+3,846.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | -0.8% | -5.3% | -5.9% |
| 30D | -9.3% | -0.4% | -8.9% | -9.2% |
| 3M | -15.2% | +0.5% | -15.7% | -15.4% |
| 6M | -14.2% | -3.1% | -11.1% | -13.7% |
| YTD | -28.3% | +9.8% | -38.1% | -30.4% |
| 1Y | -21.8% | +12.6% | -34.4% | -24.8% |
| 3Y | +71.6% | +31.4% | +40.2% | +55.3% |
| 5Y | +96.6% | +69.4% | +27.2% | +64.2% |
| 10Y | +253.8% | +108.7% | +145.2% | +171.4% |
| All | +6,046.1% | +2,199.4% | +3,846.7% | +3,583.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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