+71.6%
CRH vs ESI
+74.1%
-2.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -6.1% | -4.6% | -1.4% | -4.3% |
| 30D | -9.3% | -10.5% | +1.2% | -5.3% |
| 3M | -15.2% | -19.8% | +4.6% | -8.6% |
| 6M | -14.2% | +5.8% | -20.0% | -19.6% |
| YTD | -28.3% | +38.3% | -66.6% | -41.2% |
| 1Y | -21.8% | +31.5% | -53.3% | -34.8% |
| 3Y | +71.6% | +80.7% | -9.1% | +27.3% |
| All | +71.6% | +74.1% | -2.4% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling