+119.8%
CRH vs IP
-11.1%
+130.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +3.6% | 0.0% | +3.5% | +3.6% |
| 30D | +18.8% | +9.4% | +9.4% | +14.6% |
| 3M | -3.3% | -14.1% | +10.7% | +2.6% |
| 6M | -14.2% | +9.2% | -23.4% | -17.6% |
| YTD | -21.5% | -7.5% | -14.0% | -20.6% |
| 1Y | -14.1% | -2.8% | -11.3% | -15.0% |
| 3Y | +70.3% | +21.2% | +49.1% | +43.6% |
| 5Y | +119.8% | -11.5% | +131.3% | +117.0% |
| All | +119.8% | -11.1% | +130.8% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling