+214.1%
CRH vs REPL
-19.2%
+233.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.1% |
| 7D | -6.1% | -14.1% | +8.0% | -5.6% |
| 30D | -9.3% | -15.2% | +6.0% | -8.8% |
| 3M | -15.2% | +49.9% | -65.1% | -17.6% |
| 6M | -14.2% | +63.5% | -77.7% | -19.8% |
| YTD | -28.3% | +32.9% | -61.2% | -32.4% |
| 1Y | -21.8% | +115.0% | -136.8% | -29.7% |
| 3Y | +71.6% | -34.7% | +106.3% | +49.1% |
| 5Y | +96.6% | -59.7% | +156.3% | +73.4% |
| All | +214.1% | -19.2% | +233.4% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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