+6,046.1%
CRH vs EFX
+6,112.3%
-66.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -6.1% | -4.5% | -1.5% | -4.7% |
| 30D | -9.3% | -6.1% | -3.2% | -7.7% |
| 3M | -15.2% | +6.2% | -21.4% | -17.3% |
| 6M | -14.2% | -11.2% | -3.0% | -12.0% |
| YTD | -28.3% | -21.4% | -6.8% | -24.0% |
| 1Y | -21.8% | -34.3% | +12.5% | -12.7% |
| 3Y | +71.6% | -12.5% | +84.1% | +72.1% |
| 5Y | +96.6% | -35.6% | +132.2% | +112.9% |
| 10Y | +253.8% | +41.8% | +212.1% | +195.4% |
| All | +6,046.1% | +6,112.3% | -66.3% | +3,419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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