+510.4%
CRH vs EFV
+255.9%
+254.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | -0.2% |
| 7D | -6.1% | -0.8% | -5.3% | -5.1% |
| 30D | -9.3% | +0.6% | -9.9% | -9.9% |
| 3M | -15.2% | +7.5% | -22.7% | -22.1% |
| 6M | -14.2% | +13.0% | -27.2% | -25.4% |
| YTD | -28.3% | +18.3% | -46.6% | -40.9% |
| 1Y | -21.8% | +26.7% | -48.5% | -40.6% |
| 3Y | +71.6% | +89.6% | -18.0% | -18.2% |
| 5Y | +96.6% | +98.2% | -1.6% | -9.5% |
| 10Y | +253.8% | +167.4% | +86.5% | +19.1% |
| All | +510.4% | +255.9% | +254.5% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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