+245.6%
CRH vs OMC
+34.2%
+211.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -6.1% | -4.4% | -1.7% | -4.1% |
| 30D | -9.3% | -7.6% | -1.7% | -6.2% |
| 3M | -15.2% | +4.5% | -19.7% | -17.6% |
| 6M | -14.2% | -0.3% | -13.9% | -14.9% |
| YTD | -28.3% | -0.1% | -28.1% | -29.8% |
| 1Y | -21.8% | +4.6% | -26.4% | -25.9% |
| 3Y | +71.6% | +10.5% | +61.2% | +54.8% |
| 5Y | +96.6% | +31.7% | +64.9% | +58.8% |
| All | +245.6% | +34.2% | +211.4% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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