+94.1%
CRH vs MKTX
-60.5%
+154.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.3% |
| 6M | -14.2% | -8.0% | -6.2% | -12.6% |
| YTD | -28.3% | -8.7% | -19.5% | -26.9% |
| 1Y | -21.8% | -11.8% | -9.9% | -19.8% |
| 3Y | +71.6% | -24.0% | +95.7% | +74.4% |
| All | +94.1% | -60.5% | +154.6% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling