-20.5%
CRH vs ELV
+38.8%
-59.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -5.6% | +4.6% | -10.2% | -5.9% |
| 30D | -8.4% | +6.4% | -14.8% | -8.8% |
| 3M | -16.1% | +5.4% | -21.5% | -16.5% |
| 6M | -10.2% | +46.7% | -56.9% | -14.8% |
| YTD | -27.9% | +22.8% | -50.7% | -30.7% |
| All | -20.5% | +38.8% | -59.3% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling