+6,046.1%
CRH vs GEN
+8,725.1%
-2,679.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | -9.3% | +6.1% | -15.4% | -9.8% |
| 3M | -15.2% | +27.0% | -42.1% | -17.2% |
| 6M | -14.2% | +43.9% | -58.1% | -17.6% |
| YTD | -28.3% | +13.0% | -41.2% | -29.4% |
| 1Y | -21.8% | +4.0% | -25.8% | -22.4% |
| 3Y | +71.6% | +66.2% | +5.4% | +62.3% |
| 5Y | +96.6% | +23.2% | +73.4% | +90.2% |
| 10Y | +253.8% | +157.5% | +96.4% | +216.3% |
| All | +6,046.1% | +8,725.1% | -2,679.0% | +4,867.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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