+94.1%
CRH vs EW
-30.6%
+124.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.8% |
| 7D | -6.1% | -6.2% | +0.1% | -4.4% |
| 30D | -9.3% | -9.3% | +0.1% | -6.8% |
| 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% | -23.8% |
| 3Y | +71.6% | +12.7% | +58.9% | +57.3% |
| All | +94.1% | -30.6% | +124.7% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling