+248.9%
CRH vs ELV
+291.4%
-42.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -5.6% | +4.6% | -10.2% | -6.8% |
| 30D | -8.4% | +6.4% | -14.8% | -10.2% |
| 3M | -16.1% | +5.4% | -21.5% | -17.9% |
| 6M | -10.2% | +46.7% | -56.9% | -20.7% |
| YTD | -27.9% | +22.8% | -50.7% | -33.4% |
| 1Y | -20.6% | +38.8% | -59.4% | -29.7% |
| 3Y | +68.9% | +0.4% | +68.5% | +60.8% |
| 5Y | +95.7% | +24.5% | +71.1% | +67.1% |
| 10Y | +248.9% | +294.9% | -46.0% | +88.1% |
| All | +248.9% | +291.4% | -42.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling