+208.3%
CRH vs IR
+274.4%
-66.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.3% |
| 7D | -3.6% | -1.9% | -1.7% | -2.6% |
| 30D | -10.8% | -15.0% | +4.2% | -2.9% |
| 3M | -13.5% | -0.4% | -13.1% | -13.4% |
| 6M | -15.4% | -15.0% | -0.4% | -8.3% |
| YTD | -27.6% | -7.1% | -20.6% | -25.4% |
| 1Y | -18.4% | -7.5% | -10.9% | -16.0% |
| 3Y | +72.5% | +6.3% | +66.2% | +62.8% |
| 5Y | +99.2% | +37.3% | +61.8% | +63.5% |
| All | +208.3% | +274.4% | -66.1% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling