-21.8%
CRH vs RF
+15.8%
-37.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -6.1% | -1.0% | -5.1% | -5.6% |
| 30D | -9.3% | -3.7% | -5.6% | -7.7% |
| 3M | -15.2% | +5.3% | -20.5% | -17.4% |
| 6M | -14.2% | +17.2% | -31.4% | -20.6% |
| YTD | -28.3% | +14.5% | -42.7% | -32.9% |
| 1Y | -21.8% | +15.9% | -37.7% | -29.8% |
| All | -21.8% | +15.8% | -37.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling