+6,101.6%
CRH vs ES
+1,231.7%
+4,869.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -10.8% | -1.0% | -9.8% | -10.6% |
| 3M | -13.5% | +1.5% | -15.0% | -13.9% |
| 6M | -15.4% | -3.5% | -11.9% | -14.7% |
| YTD | -27.6% | +7.0% | -34.6% | -29.3% |
| 1Y | -18.4% | +15.3% | -33.7% | -22.5% |
| 3Y | +72.5% | +30.2% | +42.3% | +54.6% |
| 5Y | +99.2% | -4.3% | +103.5% | +95.0% |
| 10Y | +257.0% | +87.5% | +169.6% | +178.5% |
| All | +6,101.6% | +1,231.7% | +4,869.9% | +3,637.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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