+245.6%
CRH vs EW
+120.5%
+125.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.8% |
| 7D | -6.1% | -6.2% | +0.1% | -4.3% |
| 30D | -9.3% | -9.3% | +0.1% | -6.6% |
| 3M | -15.2% | -1.6% | -13.6% | -14.9% |
| 6M | -14.2% | -0.8% | -13.4% | -14.2% |
| YTD | -28.3% | -1.0% | -27.2% | -28.3% |
| 1Y | -21.8% | +8.2% | -29.9% | -24.1% |
| 3Y | +71.6% | +12.7% | +58.9% | +57.4% |
| 5Y | +96.6% | -30.2% | +126.8% | +106.4% |
| All | +245.6% | +120.5% | +125.2% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling