+245.6%
CRH vs IP
+18.4%
+227.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.1% | -7.7% | +1.7% | -2.5% |
| 30D | -9.3% | -15.5% | +6.3% | -1.9% |
| 3M | -15.2% | -0.6% | -14.6% | -15.5% |
| 6M | -14.2% | -8.8% | -5.4% | -11.9% |
| YTD | -28.3% | -9.6% | -18.7% | -26.6% |
| 1Y | -21.8% | -22.5% | +0.7% | -14.7% |
| 3Y | +71.6% | +13.4% | +58.2% | +46.4% |
| 5Y | +96.6% | -22.1% | +118.7% | +102.1% |
| All | +245.6% | +18.4% | +227.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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