+6,046.1%
CRH vs ETR
+4,330.6%
+1,715.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -6.1% | -1.8% | -4.2% | -5.5% |
| 30D | -9.3% | -1.8% | -7.5% | -8.8% |
| 3M | -15.2% | -3.6% | -11.6% | -14.2% |
| 6M | -14.2% | +2.6% | -16.8% | -15.2% |
| YTD | -28.3% | +16.0% | -44.3% | -32.1% |
| 1Y | -21.8% | +20.1% | -41.9% | -26.9% |
| 3Y | +71.6% | +143.6% | -72.0% | +25.0% |
| 5Y | +96.6% | +124.4% | -27.7% | +45.9% |
| 10Y | +253.8% | +295.4% | -41.5% | +118.0% |
| All | +6,046.1% | +4,330.6% | +1,715.4% | +3,221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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