+382.4%
CRH vs ESI
+208.0%
+174.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -0.3% |
| 7D | -4.8% | -2.3% | -2.4% | -4.0% |
| 30D | -13.1% | -9.0% | -4.1% | -10.4% |
| 3M | -12.0% | -13.3% | +1.3% | -8.6% |
| 6M | -16.9% | +5.3% | -22.2% | -20.0% |
| YTD | -29.0% | +37.6% | -66.6% | -38.1% |
| 1Y | -20.3% | +33.6% | -53.9% | -30.2% |
| 3Y | +69.2% | +75.8% | -6.5% | +33.2% |
| 5Y | +94.6% | +68.6% | +26.0% | +54.0% |
| 10Y | +250.3% | +301.8% | -51.5% | +108.9% |
| All | +382.4% | +208.0% | +174.3% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling