+6,393.0%
CRH vs IP
+329.7%
+6,063.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +18.1% | +7.9% | +10.2% | +15.2% |
| 3M | -3.9% | -15.3% | +11.5% | +1.6% |
| 6M | -13.3% | +10.5% | -23.8% | -16.5% |
| YTD | -24.2% | -9.4% | -14.8% | -22.8% |
| 1Y | -14.9% | -4.6% | -10.3% | -14.9% |
| 3Y | +64.9% | +21.2% | +43.7% | +47.9% |
| 5Y | +109.0% | -13.3% | +122.3% | +108.4% |
| 10Y | +248.9% | +21.6% | +227.3% | +206.1% |
| All | +6,393.0% | +329.7% | +6,063.3% | +4,169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling