+236.7%
CRH vs ELF
+299.0%
-62.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.2% |
| 7D | -4.8% | -10.8% | +6.1% | -3.1% |
| 30D | -13.1% | +0.8% | -13.9% | -13.3% |
| 3M | -12.0% | +64.8% | -76.7% | -18.9% |
| 6M | -16.9% | +19.0% | -35.9% | -19.9% |
| YTD | -29.0% | +25.9% | -54.9% | -32.5% |
| 1Y | -20.3% | -28.8% | +8.4% | -18.9% |
| 3Y | +69.2% | -29.6% | +98.9% | +60.5% |
| 5Y | +94.6% | +216.2% | -121.6% | +33.3% |
| All | +236.7% | +299.0% | -62.3% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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