+6,442.4%
CRH vs IP
+364.8%
+6,077.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.7% |
| 7D | -1.7% | -5.3% | +3.6% | +0.1% |
| 30D | -5.4% | -10.9% | +5.5% | -1.6% |
| 3M | -11.2% | +11.2% | -22.4% | -14.6% |
| 6M | -15.8% | -10.2% | -5.6% | -13.6% |
| YTD | -23.6% | -2.0% | -21.6% | -24.2% |
| 1Y | -14.6% | -19.1% | +4.5% | -10.3% |
| 3Y | +74.3% | +20.9% | +53.5% | +56.4% |
| 5Y | +103.7% | -17.8% | +121.5% | +106.2% |
| 10Y | +261.4% | +23.5% | +237.9% | +214.5% |
| All | +6,442.4% | +364.8% | +6,077.6% | +4,091.3% |
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