-14.6%
CRH vs ESI
+44.5%
-59.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.6% |
| 7D | -1.7% | +3.3% | -5.0% | -2.6% |
| 30D | -5.4% | -5.9% | +0.5% | -3.8% |
| 3M | -11.2% | -14.1% | +2.9% | -8.4% |
| 6M | -15.8% | +6.6% | -22.4% | -20.7% |
| YTD | -23.6% | +45.0% | -68.7% | -34.7% |
| 1Y | -14.6% | +41.5% | -56.1% | -26.9% |
| All | -14.6% | +44.5% | -59.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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