+94.1%
CRH vs IR
+32.6%
+61.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | -6.1% | -4.5% | -1.6% | -3.3% |
| 30D | -9.3% | -13.9% | +4.7% | -0.4% |
| 3M | -15.2% | -0.3% | -14.8% | -15.3% |
| 6M | -14.2% | -14.3% | +0.1% | -6.2% |
| YTD | -28.3% | -7.9% | -20.4% | -25.5% |
| 1Y | -21.8% | -9.9% | -11.9% | -18.1% |
| 3Y | +71.6% | +6.5% | +65.1% | +54.4% |
| All | +94.1% | +32.6% | +61.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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