+245.6%
CRH vs MOD
+1,553.3%
-1,307.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.2% |
| 7D | -6.1% | -2.8% | -3.3% | -5.5% |
| 30D | -9.3% | -5.1% | -4.1% | -8.4% |
| 3M | -15.2% | -30.3% | +15.1% | -9.4% |
| 6M | -14.2% | -5.6% | -8.6% | -15.4% |
| YTD | -28.3% | +41.8% | -70.0% | -36.1% |
| 1Y | -21.8% | +28.9% | -50.7% | -29.7% |
| 3Y | +71.6% | +304.1% | -232.5% | +9.5% |
| 5Y | +96.6% | +1,575.2% | -1,478.6% | -14.1% |
| All | +245.6% | +1,553.3% | -1,307.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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