+245.6%
CRH vs MKTX
+5.0%
+240.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.1% | -0.2% | -5.8% | -6.0% |
| 30D | -9.3% | +0.7% | -10.0% | -9.4% |
| 3M | -15.2% | +40.8% | -56.0% | -21.4% |
| 6M | -14.2% | -8.0% | -6.2% | -13.3% |
| YTD | -28.3% | -8.7% | -19.5% | -27.5% |
| 1Y | -21.8% | -11.8% | -9.9% | -20.5% |
| 3Y | +71.6% | -24.0% | +95.7% | +74.6% |
| 5Y | +96.6% | -60.3% | +156.9% | +129.4% |
| All | +245.6% | +5.0% | +240.6% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling