+5,720.9%
CRH vs M
+363.3%
+5,357.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.5% |
| 7D | -3.6% | -4.1% | +0.5% | -2.7% |
| 30D | -10.8% | -13.6% | +2.8% | -8.0% |
| 3M | -13.5% | -2.3% | -11.2% | -13.2% |
| 6M | -15.4% | +21.9% | -37.3% | -19.3% |
| YTD | -27.6% | -0.6% | -27.0% | -28.0% |
| 1Y | -18.4% | +29.7% | -48.1% | -23.8% |
| 3Y | +72.5% | +107.3% | -34.8% | +38.5% |
| 5Y | +99.2% | +20.5% | +78.7% | +69.6% |
| 10Y | +257.0% | -6.1% | +263.1% | +170.3% |
| All | +5,720.9% | +363.3% | +5,357.5% | +2,958.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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