+74.9%
CRH vs IP
+24.1%
+50.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -9.5% | -11.2% | +1.8% | -5.8% |
| 3M | -10.4% | +12.3% | -22.7% | -13.9% |
| 6M | -14.2% | -5.2% | -8.9% | -13.5% |
| YTD | -26.6% | -4.0% | -22.6% | -26.6% |
| 1Y | -18.2% | -19.2% | +1.0% | -14.2% |
| 3Y | +74.9% | +20.3% | +54.6% | +77.4% |
| All | +74.9% | +24.1% | +50.9% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling